-1.2%
CLX vs BURL
-7.8%
+6.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +13.6% | +4.1% | +9.5% | +12.9% |
| 30D | +23.4% | -9.5% | +32.8% | +24.7% |
| 3M | -2.8% | -33.5% | +30.7% | +1.2% |
| 6M | +14.0% | -22.1% | +36.1% | +17.3% |
| YTD | +4.2% | -14.6% | +18.7% | +6.8% |
| 1Y | -1.2% | -8.4% | +7.2% | +0.6% |
| All | -1.2% | -7.8% | +6.7% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling