+339.4%
CMI vs BURL
+261.4%
+78.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.7% |
| 7D | -6.8% | +7.7% | -14.5% | -8.5% |
| 30D | -10.9% | -7.1% | -3.7% | -9.6% |
| 3M | -27.3% | -30.3% | +3.0% | -21.5% |
| 6M | -30.9% | -15.5% | -15.3% | -29.2% |
| YTD | -7.7% | -11.0% | +3.3% | -6.7% |
| 1Y | 0.0% | -8.4% | +8.4% | -0.1% |
| 3Y | +130.1% | +96.7% | +33.4% | +87.8% |
| 5Y | +121.5% | -14.1% | +135.5% | +111.0% |
| 10Y | +339.4% | +255.1% | +84.3% | +221.2% |
| All | +339.4% | +261.4% | +78.0% | +221.2% |
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