+114.8%
CMI vs BURL
-10.8%
+125.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | 0.0% |
| 7D | +0.5% | -1.6% | +2.0% | +0.8% |
| 30D | -14.0% | -7.7% | -6.3% | -12.8% |
| 3M | -28.1% | -31.7% | +3.5% | -22.7% |
| 6M | -35.8% | -15.2% | -20.7% | -34.5% |
| YTD | -10.5% | -15.9% | +5.4% | -8.6% |
| 1Y | -1.9% | -14.2% | +12.3% | -0.6% |
| 3Y | +121.0% | +93.5% | +27.5% | +88.9% |
| All | +114.8% | -10.8% | +125.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling