+1,225.8%
CLS vs BURL
+63.9%
+1,161.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.7% |
| 3M | -26.6% | -17.6% | -9.0% | -22.0% |
| 6M | +15.4% | -11.8% | +27.2% | +19.8% |
| YTD | +5.7% | -8.1% | +13.8% | +8.5% |
| 1Y | +41.1% | -12.0% | +53.1% | +45.3% |
| All | +1,225.8% | +63.9% | +1,161.8% | +1,211.3% |
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 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