+732.7%
CLS vs BURL
+86.7%
+646.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -22.2% | +4.1% | -26.2% | -23.3% |
| 30D | -44.4% | -9.5% | -34.9% | -42.7% |
| 3M | -34.3% | -33.5% | -0.8% | -25.0% |
| 6M | -50.1% | -22.1% | -28.0% | -46.4% |
| YTD | -30.1% | -14.6% | -15.5% | -26.8% |
| 1Y | -39.3% | -8.4% | -31.0% | -38.6% |
| 3Y | +732.7% | +86.6% | +646.2% | +766.2% |
| All | +732.7% | +86.7% | +646.0% | +766.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling