+503.8%
CMI vs BURL
+206.3%
+297.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +1.0% |
| 7D | +1.9% | -2.6% | +4.5% | +2.5% |
| 30D | -12.5% | -30.8% | +18.3% | -4.9% |
| 3M | -16.2% | -18.7% | +2.4% | -12.6% |
| 6M | +4.9% | -16.4% | +21.3% | +8.3% |
| YTD | +11.1% | -11.6% | +22.7% | +13.1% |
| 1Y | +43.4% | -12.0% | +55.4% | +45.0% |
| 3Y | +154.1% | +63.6% | +90.4% | +116.9% |
| 5Y | +169.5% | -12.6% | +182.1% | +156.3% |
| 10Y | +503.8% | +206.5% | +297.3% | +339.5% |
| All | +503.8% | +206.3% | +297.4% | +339.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling