+257.0%
CRH vs BURL
+188.6%
+68.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | +0.5% |
| 7D | -3.6% | -7.0% | +3.4% | -1.5% |
| 30D | -10.8% | -35.6% | +24.8% | +1.3% |
| 3M | -13.5% | -26.3% | +12.8% | -5.7% |
| 6M | -15.4% | -20.7% | +5.2% | -10.1% |
| YTD | -27.6% | -17.2% | -10.4% | -24.2% |
| 1Y | -18.4% | -15.0% | -3.3% | -16.3% |
| 3Y | +72.5% | +53.2% | +19.3% | +43.2% |
| 5Y | +99.2% | -18.7% | +117.9% | +91.7% |
| 10Y | +257.0% | +192.1% | +65.0% | +151.1% |
| All | +257.0% | +188.6% | +68.5% | +151.1% |
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