+41.1%
CLS vs BURL
-9.5%
+50.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | +4.6% | -2.8% | +7.4% | +5.6% |
| 30D | -13.9% | -28.2% | +14.3% | -3.3% |
| 3M | -26.6% | -17.6% | -9.0% | -22.1% |
| 6M | +15.4% | -11.8% | +27.2% | +20.1% |
| YTD | +5.7% | -8.1% | +13.8% | +10.4% |
| 1Y | +41.1% | -12.0% | +53.1% | +28.3% |
| All | +41.1% | -9.5% | +50.6% | +28.3% |
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