-33.9%
CLF vs BURL
+1,021.0%
-1,054.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.7% | -16.9% | -11.8% |
| 7D | -7.9% | +10.4% | -18.3% | -11.2% |
| 30D | +5.2% | -4.9% | +10.2% | +6.4% |
| 3M | +4.3% | -29.8% | +34.1% | +16.0% |
| 6M | +25.3% | -16.5% | +41.7% | +30.2% |
| YTD | -3.3% | -10.5% | +7.2% | -2.1% |
| 1Y | +20.2% | -5.3% | +25.5% | +18.1% |
| 3Y | -25.0% | +95.1% | -120.1% | -43.8% |
| 5Y | -42.1% | -12.1% | -30.0% | -46.1% |
| 10Y | +139.1% | +273.2% | -134.0% | +49.8% |
| All | -33.9% | +1,021.0% | -1,054.9% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling