+614.3%
CME vs BURL
+1,021.0%
-406.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +0.3% |
| 7D | +4.8% | +10.4% | -5.6% | +3.4% |
| 30D | +14.2% | -4.9% | +19.1% | +14.9% |
| 3M | +17.9% | -29.8% | +47.7% | +23.4% |
| 6M | +7.2% | -16.5% | +23.7% | +9.2% |
| YTD | +16.7% | -10.5% | +27.3% | +17.2% |
| 1Y | +19.6% | -5.3% | +24.9% | +18.6% |
| 3Y | +67.9% | +95.1% | -27.2% | +41.8% |
| 5Y | +72.4% | -12.1% | +84.5% | +64.1% |
| 10Y | +340.4% | +273.2% | +67.2% | +217.1% |
| All | +614.3% | +1,021.0% | -406.7% | +344.0% |
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