-25.3%
CRCL vs BURL
+2.1%
-27.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -2.0% |
| 7D | -8.4% | -1.6% | -6.8% | -8.1% |
| 30D | -21.8% | -7.7% | -14.1% | -20.9% |
| 3M | -17.5% | -31.7% | +14.2% | -13.4% |
| 6M | -50.9% | -15.2% | -35.7% | -50.6% |
| YTD | -21.6% | -15.9% | -5.6% | -22.3% |
| 1Y | -24.5% | -14.2% | -10.3% | -26.0% |
| All | -25.3% | +2.1% | -27.3% | -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