-14.6%
CRH vs BURL
-9.5%
-5.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.0% |
| 7D | -1.7% | -2.8% | +1.1% | -1.2% |
| 30D | -5.4% | -28.2% | +22.8% | -0.3% |
| 3M | -11.2% | -17.6% | +6.4% | -8.5% |
| 6M | -15.8% | -11.8% | -4.1% | -13.6% |
| YTD | -23.6% | -8.1% | -15.5% | -21.3% |
| 1Y | -14.6% | -12.0% | -2.6% | -11.7% |
| All | -14.6% | -9.5% | -5.1% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling