-16.8%
CMG vs BURL
+86.7%
-103.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | +8.0% | +4.1% | +3.9% | +7.1% |
| 30D | +11.9% | -9.5% | +21.4% | +14.1% |
| 3M | +2.1% | -33.5% | +35.7% | +10.3% |
| 6M | +5.2% | -22.1% | +27.3% | +9.4% |
| YTD | -6.9% | -14.6% | +7.6% | -5.0% |
| 1Y | +12.7% | -8.4% | +21.0% | +12.8% |
| 3Y | -16.8% | +86.6% | -103.4% | -19.4% |
| All | -16.8% | +86.7% | -103.5% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling