-14.9%
CRH vs BURL
-15.0%
+0.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.4% |
| 7D | -1.3% | -1.6% | +0.2% | -1.0% |
| 30D | +18.1% | -7.7% | +25.9% | +19.8% |
| 3M | -3.9% | -31.7% | +27.8% | +2.8% |
| 6M | -13.3% | -15.2% | +1.8% | -11.0% |
| YTD | -24.2% | -15.9% | -8.3% | -20.0% |
| 1Y | -14.9% | -14.2% | -0.7% | -9.4% |
| All | -14.9% | -15.0% | +0.1% | -9.4% |
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