+332.6%
CMG vs BURL
+1,051.1%
-718.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | -2.8% | -2.8% | 0.0% | -2.3% |
| 30D | +7.1% | -28.2% | +35.3% | +15.1% |
| 3M | +31.2% | -17.6% | +48.7% | +36.2% |
| 6M | +0.7% | -11.8% | +12.5% | +2.6% |
| YTD | -0.1% | -8.1% | +8.0% | +0.8% |
| 1Y | -10.7% | -12.0% | +1.2% | -9.6% |
| 3Y | -4.7% | +63.3% | -68.0% | -18.5% |
| 5Y | -3.8% | -10.8% | +7.1% | -9.2% |
| 10Y | +352.5% | +215.9% | +136.6% | +230.3% |
| All | +332.6% | +1,051.1% | -718.5% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling