+15.6%
CRCL vs BURL
+7.3%
+8.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.0% | -5.3% |
| 7D | +7.5% | -2.6% | +10.1% | +7.8% |
| 30D | +44.3% | -30.8% | +75.0% | +51.2% |
| 3M | +16.5% | -18.7% | +35.2% | +18.9% |
| 6M | -5.6% | -16.4% | +10.8% | -5.3% |
| YTD | +21.3% | -11.6% | +32.9% | +19.3% |
| 1Y | -14.5% | -12.0% | -2.5% | -18.0% |
| All | +15.6% | +7.3% | +8.2% | +21.1% |
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