+126.4%
CLF vs BURL
+215.5%
-89.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.8% |
| 7D | +7.6% | -2.8% | +10.4% | +8.6% |
| 30D | -1.2% | -28.2% | +27.0% | +11.9% |
| 3M | -13.4% | -17.6% | +4.2% | -7.4% |
| 6M | +15.4% | -11.8% | +27.2% | +19.2% |
| YTD | -5.9% | -8.1% | +2.3% | -4.5% |
| 1Y | +18.8% | -12.0% | +30.8% | +20.9% |
| 3Y | -19.4% | +63.3% | -82.7% | -38.2% |
| 5Y | -47.7% | -10.8% | -36.9% | -51.4% |
| All | +126.4% | +215.5% | -89.0% | +0.1% |
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