+27.2%
CNH vs BURL
+987.9%
-960.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.1% |
| 7D | -0.4% | +3.5% | -3.8% | -1.4% |
| 30D | -15.2% | -9.3% | -5.9% | -13.2% |
| 3M | +4.3% | -32.1% | +36.4% | +14.7% |
| 6M | +10.1% | -19.8% | +29.9% | +15.1% |
| YTD | +23.2% | -13.2% | +36.4% | +25.8% |
| 1Y | +8.5% | -7.8% | +16.3% | +8.3% |
| 3Y | +4.1% | +89.3% | -85.3% | -17.6% |
| 5Y | -17.8% | -15.8% | -2.0% | -22.4% |
| 10Y | +113.3% | +262.2% | -148.9% | +49.4% |
| All | +27.2% | +987.9% | -960.8% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling