+124.0%
CNH vs BURL
+261.4%
-137.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +9.6% |
| 7D | +8.6% | +7.7% | +0.9% | +6.2% |
| 30D | +12.6% | -7.1% | +19.7% | +14.9% |
| 3M | +17.5% | -30.3% | +47.8% | +29.9% |
| 6M | +18.1% | -15.5% | +33.6% | +22.3% |
| YTD | +40.4% | -11.0% | +51.4% | +42.6% |
| 1Y | +34.0% | -8.4% | +42.4% | +34.1% |
| 3Y | +35.3% | +96.7% | -61.4% | +1.8% |
| 5Y | -5.1% | -14.1% | +9.0% | -10.9% |
| 10Y | +124.0% | +255.1% | -131.0% | +42.7% |
| All | +124.0% | +261.4% | -137.4% | +42.7% |
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