+383.6%
CMG vs BURL
+261.4%
+122.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.7% |
| 7D | +8.6% | +7.7% | +0.9% | +6.6% |
| 30D | +13.1% | -7.1% | +20.3% | +15.3% |
| 3M | +9.0% | -30.3% | +39.3% | +18.9% |
| 6M | +10.0% | -15.5% | +25.5% | +13.4% |
| YTD | -3.4% | -11.0% | +7.6% | -1.8% |
| 1Y | +16.8% | -8.4% | +25.3% | +17.2% |
| 3Y | -14.7% | +96.7% | -111.4% | -32.4% |
| 5Y | -1.5% | -14.1% | +12.5% | -6.4% |
| 10Y | +383.6% | +255.1% | +128.5% | +221.0% |
| All | +383.6% | +261.4% | +122.2% | +221.0% |
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 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