+36.5%
CNH vs BURL
+97.8%
-61.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +6.7% | -0.8% | +7.5% | +6.9% |
| 30D | +7.2% | -4.4% | +11.6% | +8.1% |
| 3M | +17.5% | -28.6% | +46.1% | +26.0% |
| 6M | +15.0% | -12.3% | +27.2% | +16.8% |
| YTD | +36.8% | -11.3% | +48.0% | +38.6% |
| 1Y | +27.6% | -10.4% | +38.1% | +28.6% |
| All | +36.5% | +97.8% | -61.3% | +27.5% |
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 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