+13.1%
CNH vs BURL
-11.0%
+24.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.4% |
| 7D | +23.3% | -2.8% | +26.1% | +24.1% |
| 30D | +33.5% | -28.2% | +61.6% | +44.3% |
| 3M | +32.7% | -17.6% | +50.3% | +38.3% |
| 6M | +22.2% | -11.8% | +34.0% | +24.7% |
| YTD | +57.7% | -8.1% | +65.8% | +59.2% |
| 1Y | +28.0% | -12.0% | +39.9% | +29.6% |
| 3Y | +11.5% | +63.3% | -51.8% | -5.7% |
| All | +13.1% | -11.0% | +24.0% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling