+20.2%
CLF vs BURL
-4.6%
+24.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.7% | -16.9% | -9.6% |
| 7D | -7.9% | +10.4% | -18.3% | -8.6% |
| 30D | +5.2% | -4.9% | +10.2% | +6.2% |
| 3M | +4.3% | -29.8% | +34.1% | +10.1% |
| 6M | +25.3% | -16.5% | +41.7% | +26.8% |
| YTD | -3.3% | -10.5% | +7.2% | -0.8% |
| 1Y | +20.2% | -5.3% | +25.5% | +25.6% |
| All | +20.2% | -4.6% | +24.8% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling