+136.0%
CMS vs BURL
+254.9%
-118.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | +6.6% | -4.4% | +11.0% | +6.9% |
| 3M | +0.8% | -28.6% | +29.4% | +3.3% |
| 6M | -3.3% | -12.3% | +9.0% | -2.7% |
| YTD | +2.7% | -11.3% | +14.0% | +3.1% |
| 1Y | -4.0% | -10.4% | +6.4% | -3.9% |
| 3Y | +37.6% | +96.1% | -58.5% | +25.6% |
| 5Y | +35.4% | -5.0% | +40.5% | +30.4% |
| 10Y | +136.0% | +251.8% | -115.8% | +109.8% |
| All | +136.0% | +254.9% | -118.9% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling