+17.8%
CMG vs BURL
-10.6%
+28.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +8.0% | +5.9% | +2.1% | +6.9% |
| 30D | +13.7% | -8.3% | +22.0% | +14.7% |
| 3M | +11.8% | -31.6% | +43.4% | +17.0% |
| 6M | +10.6% | -16.6% | +27.2% | +11.9% |
| YTD | -2.9% | -12.1% | +9.2% | -0.3% |
| 1Y | +17.8% | -10.0% | +27.8% | +21.4% |
| All | +17.8% | -10.6% | +28.4% | +21.4% |
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