+330.8%
CME vs BURL
+258.4%
+72.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +3.7% | +3.5% | +0.2% | +3.1% |
| 30D | +13.7% | -9.3% | +23.0% | +15.2% |
| 3M | +16.6% | -32.1% | +48.7% | +22.6% |
| 6M | +8.2% | -19.8% | +28.0% | +10.7% |
| YTD | +16.3% | -13.2% | +29.5% | +17.3% |
| 1Y | +19.1% | -7.8% | +26.9% | +18.5% |
| 3Y | +67.4% | +89.3% | -22.0% | +40.5% |
| 5Y | +71.0% | -15.8% | +86.8% | +65.4% |
| All | +330.8% | +258.4% | +72.4% | +241.5% |
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