-29.6%
CLS vs BURL
-4.6%
-25.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.7% | -16.8% | -10.9% |
| 7D | -21.1% | +10.4% | -31.6% | -23.4% |
| 30D | -38.2% | -4.9% | -33.3% | -37.1% |
| 3M | -36.3% | -29.8% | -6.5% | -28.2% |
| 6M | -43.8% | -16.5% | -27.4% | -41.3% |
| YTD | -20.0% | -10.5% | -9.5% | -15.0% |
| 1Y | -29.6% | -5.3% | -24.3% | -25.1% |
| All | -29.6% | -4.6% | -25.0% | -25.1% |
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 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