+361.4%
CMG vs BURL
+254.9%
+106.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +20.5% | -4.4% | +25.0% | +21.9% |
| 3M | +14.5% | -28.6% | +43.1% | +24.2% |
| 6M | +14.8% | -12.3% | +27.1% | +17.2% |
| YTD | -1.0% | -11.3% | +10.3% | +0.8% |
| 1Y | +22.9% | -10.4% | +33.3% | +24.0% |
| 3Y | -13.6% | +96.1% | -109.7% | -31.5% |
| 5Y | +0.9% | -5.0% | +5.9% | -6.6% |
| 10Y | +361.4% | +251.8% | +109.6% | +204.7% |
| All | +361.4% | +254.9% | +106.4% | +204.7% |
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