+2,024.1%
CLS vs BURL
+1,021.0%
+1,003.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.7% | -16.8% | -11.3% |
| 7D | -21.1% | +10.4% | -31.6% | -23.8% |
| 30D | -38.2% | -4.9% | -33.3% | -37.6% |
| 3M | -36.3% | -29.8% | -6.5% | -29.9% |
| 6M | -43.8% | -16.5% | -27.4% | -41.5% |
| YTD | -20.0% | -10.5% | -9.5% | -18.2% |
| 1Y | -29.6% | -5.3% | -24.3% | -29.8% |
| 3Y | +821.3% | +95.1% | +726.3% | +631.9% |
| 5Y | +2,134.5% | -12.1% | +2,146.6% | +2,013.9% |
| 10Y | +1,896.7% | +273.2% | +1,623.5% | +1,282.4% |
| All | +2,024.1% | +1,021.0% | +1,003.1% | +1,228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling