-35.1%
CLF vs BURL
+89.8%
-124.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -11.4% |
| 7D | -21.0% | +3.5% | -24.4% | -21.9% |
| 30D | -8.0% | -9.3% | +1.3% | -5.5% |
| 3M | -10.9% | -32.1% | +21.2% | +0.2% |
| 6M | +5.8% | -19.8% | +25.6% | +11.2% |
| YTD | -15.1% | -13.2% | -2.0% | -13.4% |
| 1Y | +7.2% | -7.8% | +15.1% | +5.8% |
| All | -35.1% | +89.8% | -124.9% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling