+728.5%
CLS vs BURL
+89.8%
+638.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.9% | -10.1% | -12.1% |
| 7D | -27.3% | +3.5% | -30.7% | -28.2% |
| 30D | -47.0% | -9.3% | -37.8% | -45.4% |
| 3M | -43.3% | -32.1% | -11.2% | -35.7% |
| 6M | -50.8% | -19.8% | -31.0% | -47.7% |
| YTD | -30.4% | -13.2% | -17.3% | -27.6% |
| 1Y | -41.7% | -7.8% | -33.8% | -41.0% |
| All | +728.5% | +89.8% | +638.7% | +757.4% |
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