-4.9%
CMI vs BURL
-10.6%
+5.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.5% |
| 7D | -9.3% | +5.9% | -15.1% | -9.7% |
| 30D | -13.2% | -8.3% | -4.9% | -12.2% |
| 3M | -28.2% | -31.6% | +3.5% | -24.7% |
| 6M | -32.7% | -16.6% | -16.1% | -32.0% |
| YTD | -10.1% | -12.1% | +2.0% | -8.6% |
| 1Y | -4.9% | -10.0% | +5.1% | -3.2% |
| All | -4.9% | -10.6% | +5.7% | -3.2% |
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 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