+39.9%
CMS vs BURL
+89.8%
-49.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | +1.7% | +3.5% | -1.8% | +1.6% |
| 30D | +8.6% | -9.3% | +17.9% | +8.7% |
| 3M | -0.5% | -32.1% | +31.6% | -0.1% |
| 6M | -4.2% | -19.8% | +15.6% | -4.0% |
| YTD | +3.4% | -13.2% | +16.6% | +3.5% |
| 1Y | +0.4% | -7.8% | +8.3% | +0.4% |
| All | +39.9% | +89.8% | -49.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling