-17.8%
CNH vs BURL
-15.9%
-2.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.2% |
| 7D | -0.4% | +3.5% | -3.8% | -1.2% |
| 30D | -15.2% | -9.3% | -5.9% | -13.4% |
| 3M | +4.3% | -32.1% | +36.4% | +13.7% |
| 6M | +10.1% | -19.8% | +29.9% | +14.6% |
| YTD | +23.2% | -13.2% | +36.4% | +25.6% |
| 1Y | +8.5% | -7.8% | +16.3% | +8.3% |
| 3Y | +4.1% | +89.3% | -85.3% | -15.1% |
| 5Y | -17.8% | -15.8% | -2.0% | -25.7% |
| All | -17.8% | -15.9% | -2.0% | -25.7% |
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 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