+259.0%
CRH vs BURL
+254.9%
+4.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +18.8% | -4.4% | +23.2% | +20.3% |
| 3M | -4.6% | -28.6% | +24.0% | +4.9% |
| 6M | -13.8% | -12.3% | -1.5% | -11.4% |
| YTD | -22.0% | -11.3% | -10.7% | -20.2% |
| 1Y | -13.6% | -10.4% | -3.2% | -12.6% |
| 3Y | +69.2% | +96.1% | -26.8% | +30.4% |
| 5Y | +117.9% | -5.0% | +122.9% | +99.6% |
| 10Y | +259.0% | +251.8% | +7.2% | +150.9% |
| All | +259.0% | +254.9% | +4.1% | +150.9% |
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 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