+37.3%
CMS vs BURL
+63.9%
-26.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +0.4% | -2.8% | +3.2% | +0.4% |
| 30D | -3.6% | -28.2% | +24.6% | -3.0% |
| 3M | -1.9% | -17.6% | +15.7% | -1.6% |
| 6M | -11.0% | -11.8% | +0.8% | -10.8% |
| YTD | +0.2% | -8.1% | +8.3% | +0.2% |
| 1Y | -1.3% | -12.0% | +10.6% | -1.2% |
| All | +37.3% | +63.9% | -26.6% | +26.5% |
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