+112.0%
CMI vs BURL
-17.2%
+129.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -10.0% | +4.1% | -14.1% | -10.8% |
| 30D | -13.0% | -9.5% | -3.5% | -11.5% |
| 3M | -29.9% | -33.5% | +3.7% | -24.2% |
| 6M | -36.7% | -22.1% | -14.6% | -34.2% |
| YTD | -10.9% | -14.6% | +3.6% | -9.3% |
| 1Y | -1.3% | -8.4% | +7.0% | -1.5% |
| 3Y | +117.4% | +86.6% | +30.8% | +87.4% |
| All | +112.0% | -17.2% | +129.2% | +94.4% |
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