+548.7%
CME vs BURL
+1,051.1%
-502.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | +6.2% | -28.2% | +34.4% | +11.1% |
| 3M | +10.4% | -17.6% | +28.0% | +13.1% |
| 6M | -9.5% | -11.8% | +2.2% | -8.7% |
| YTD | +6.0% | -8.1% | +14.2% | +6.3% |
| 1Y | +9.3% | -12.0% | +21.2% | +9.7% |
| 3Y | +57.7% | +63.3% | -5.6% | +37.7% |
| 5Y | +77.7% | -10.8% | +88.5% | +69.0% |
| 10Y | +281.2% | +215.9% | +65.3% | +181.3% |
| All | +548.7% | +1,051.1% | -502.4% | +302.6% |
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 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