+24.9%
CLX vs BURL
+261.4%
-236.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.2% | +1.4% | +5.4% |
| 7D | +17.4% | +7.7% | +9.7% | +17.0% |
| 30D | +27.8% | -7.1% | +34.9% | +28.1% |
| 3M | +3.0% | -30.3% | +33.3% | +4.3% |
| 6M | +17.5% | -15.5% | +33.1% | +18.1% |
| YTD | +10.0% | -11.0% | +20.9% | +10.4% |
| 1Y | +3.3% | -8.4% | +11.7% | +3.5% |
| 3Y | -10.1% | +96.7% | -106.8% | -12.1% |
| 5Y | -23.7% | -14.1% | -9.7% | -26.3% |
| 10Y | +24.9% | +255.1% | -230.2% | +10.9% |
| All | +24.9% | +261.4% | -236.5% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling