+2,005.0%
CLS vs BURL
-9.5%
+2,014.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.2% |
| 7D | +2.8% | -0.8% | +3.6% | +3.2% |
| 30D | -30.1% | -4.4% | -25.7% | -29.3% |
| 3M | -21.7% | -28.6% | +6.8% | -13.5% |
| 6M | -36.2% | -12.3% | -23.9% | -34.4% |
| YTD | -17.8% | -11.3% | -6.6% | -15.4% |
| 1Y | -26.8% | -10.4% | -16.4% | -25.4% |
| 3Y | +853.4% | +96.1% | +757.3% | +668.8% |
| 5Y | +2,005.0% | -5.0% | +2,010.0% | +1,878.6% |
| All | +2,005.0% | -9.5% | +2,014.5% | +1,878.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling