+40.5%
CMS vs BURL
+95.5%
-55.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.3% |
| 7D | +4.1% | +10.4% | -6.3% | +3.9% |
| 30D | +10.9% | -4.9% | +15.8% | +10.9% |
| 3M | -0.2% | -29.8% | +29.5% | +0.1% |
| 6M | -4.7% | -16.5% | +11.7% | -4.6% |
| YTD | +3.9% | -10.5% | +14.4% | +3.9% |
| 1Y | +0.4% | -5.3% | +5.7% | +0.3% |
| All | +40.5% | +95.5% | -55.0% | +35.6% |
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