+12.4%
CMG vs BURL
-15.0%
+27.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.0% |
| 7D | +2.5% | -1.6% | +4.0% | +2.8% |
| 30D | +15.6% | -7.7% | +23.3% | +16.8% |
| 3M | +8.2% | -31.7% | +39.8% | +13.6% |
| 6M | +9.9% | -15.2% | +25.0% | +10.5% |
| YTD | -4.6% | -15.9% | +11.3% | -1.3% |
| 1Y | +12.4% | -14.2% | +26.6% | +16.6% |
| All | +12.4% | -15.0% | +27.5% | +16.6% |
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