+372.1%
CMI vs BURL
+992.7%
-620.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -14.0% | -4.3% | -9.6% | -13.4% |
| 3M | -28.3% | -28.8% | +0.4% | -23.3% |
| 6M | -34.9% | -12.8% | -22.1% | -33.8% |
| YTD | -9.9% | -12.8% | +2.9% | -8.5% |
| 1Y | -3.6% | -12.3% | +8.6% | -2.8% |
| 3Y | +120.9% | +92.7% | +28.3% | +84.2% |
| 5Y | +116.1% | -6.5% | +122.6% | +101.9% |
| 10Y | +328.5% | +245.7% | +82.8% | +205.1% |
| All | +372.1% | +992.7% | -620.6% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling