+12.7%
CMG vs BURL
-7.8%
+20.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | +8.0% | +4.1% | +3.9% | +7.3% |
| 30D | +11.9% | -9.5% | +21.4% | +13.2% |
| 3M | +2.1% | -33.5% | +35.7% | +7.4% |
| 6M | +5.2% | -22.1% | +27.3% | +7.9% |
| YTD | -6.9% | -14.6% | +7.6% | -4.0% |
| 1Y | +12.7% | -8.4% | +21.0% | +17.6% |
| All | +12.7% | -7.8% | +20.5% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling