+168.9%
CMI vs BURL
-11.0%
+179.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.3% |
| 7D | -0.7% | -2.8% | +2.1% | -0.2% |
| 30D | -13.4% | -28.2% | +14.7% | -7.5% |
| 3M | -17.0% | -17.6% | +0.6% | -14.0% |
| 6M | -1.6% | -11.8% | +10.1% | 0.0% |
| YTD | +11.0% | -8.1% | +19.1% | +11.8% |
| 1Y | +41.9% | -12.0% | +53.9% | +43.4% |
| 3Y | +151.8% | +63.3% | +88.5% | +122.2% |
| All | +168.9% | -11.0% | +179.9% | +152.2% |
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 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