+112.4%
CNH vs BURL
+252.7%
-140.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | -1.7% | +4.1% | -5.8% | -3.0% |
| 30D | -7.2% | -9.5% | +2.2% | -4.7% |
| 3M | +6.5% | -33.5% | +40.1% | +19.3% |
| 6M | +7.9% | -22.1% | +30.0% | +14.3% |
| YTD | +26.6% | -14.6% | +41.2% | +30.1% |
| 1Y | +13.8% | -8.4% | +22.1% | +13.5% |
| 3Y | +9.2% | +86.6% | -77.4% | -16.6% |
| 5Y | -15.6% | -17.2% | +1.6% | -20.0% |
| All | +112.4% | +252.7% | -140.3% | +37.8% |
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