+73.4%
CL vs BURL
+252.7%
-179.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | +1.3% | +4.1% | -2.7% | +1.0% |
| 30D | +11.4% | -9.5% | +20.8% | +12.1% |
| 3M | +4.4% | -33.5% | +37.9% | +7.4% |
| 6M | +10.8% | -22.1% | +32.9% | +12.5% |
| YTD | +25.1% | -14.6% | +39.7% | +26.0% |
| 1Y | +28.0% | -8.4% | +36.3% | +28.0% |
| 3Y | +37.6% | +86.6% | -48.9% | +27.9% |
| 5Y | +39.7% | -17.2% | +56.9% | +37.5% |
| All | +73.4% | +252.7% | -179.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling