+106.7%
CNH vs BURL
+258.4%
-151.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.1% |
| 7D | -0.4% | +3.5% | -3.8% | -1.5% |
| 30D | -15.2% | -9.3% | -5.9% | -12.9% |
| 3M | +4.3% | -32.1% | +36.4% | +16.1% |
| 6M | +10.1% | -19.8% | +29.9% | +15.7% |
| YTD | +23.2% | -13.2% | +36.4% | +26.0% |
| 1Y | +8.5% | -7.8% | +16.3% | +8.1% |
| 3Y | +4.1% | +89.3% | -85.3% | -20.8% |
| 5Y | -17.8% | -15.8% | -2.0% | -22.5% |
| All | +106.7% | +258.4% | -151.7% | +33.5% |
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 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