-42.0%
CLF vs BURL
+987.9%
-1,030.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -11.2% |
| 7D | -21.0% | +3.5% | -24.4% | -22.1% |
| 30D | -8.0% | -9.3% | +1.3% | -5.4% |
| 3M | -10.9% | -32.1% | +21.2% | +0.3% |
| 6M | +5.8% | -19.8% | +25.6% | +11.6% |
| YTD | -15.1% | -13.2% | -2.0% | -13.1% |
| 1Y | +7.2% | -7.8% | +15.1% | +6.4% |
| 3Y | -34.2% | +89.3% | -123.5% | -50.1% |
| 5Y | -49.6% | -15.8% | -33.8% | -52.3% |
| 10Y | +109.9% | +262.2% | -152.3% | +32.9% |
| All | -42.0% | +987.9% | -1,030.0% | -68.4% |
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