+285.5%
CMS vs BURL
+1,051.1%
-765.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | +0.4% | -2.8% | +3.2% | +0.6% |
| 30D | -3.6% | -28.2% | +24.6% | -1.2% |
| 3M | -1.9% | -17.6% | +15.7% | -0.6% |
| 6M | -11.0% | -11.8% | +0.8% | -10.5% |
| YTD | +0.2% | -8.1% | +8.3% | +0.4% |
| 1Y | -1.3% | -12.0% | +10.6% | -1.0% |
| 3Y | +35.9% | +63.3% | -27.4% | +27.2% |
| 5Y | +23.1% | -10.8% | +33.9% | +19.5% |
| 10Y | +117.9% | +215.9% | -98.0% | +88.0% |
| All | +285.5% | +1,051.1% | -765.6% | +231.9% |
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