+63.2%
CME vs BURL
+86.7%
-23.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | +0.9% | +4.1% | -3.2% | +1.0% |
| 30D | +13.2% | -9.5% | +22.6% | +12.8% |
| 3M | +16.3% | -33.5% | +49.8% | +14.5% |
| 6M | +7.1% | -22.1% | +29.2% | +6.5% |
| YTD | +15.8% | -14.6% | +30.4% | +15.5% |
| 1Y | +17.1% | -8.4% | +25.4% | +17.1% |
| 3Y | +63.2% | +86.6% | -23.4% | +58.6% |
| All | +63.2% | +86.7% | -23.6% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling