+2,029.3%
CLS vs BURL
+244.4%
+1,784.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.1% |
| 7D | +23.5% | +0.4% | +23.1% | +23.4% |
| 30D | -28.9% | -4.3% | -24.6% | -28.2% |
| 3M | -25.2% | -28.8% | +3.6% | -17.0% |
| 6M | -32.1% | -12.8% | -19.3% | -29.9% |
| YTD | -14.1% | -12.8% | -1.3% | -11.1% |
| 1Y | -24.1% | -12.3% | -11.8% | -22.2% |
| 3Y | +897.0% | +92.7% | +804.3% | +673.2% |
| 5Y | +2,089.9% | -6.5% | +2,096.5% | +1,930.8% |
| All | +2,029.3% | +244.4% | +1,784.9% | +1,487.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling