+74.9%
CRH vs BURL
+64.3%
+10.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.1% | -2.9% |
| 7D | -0.6% | -2.6% | +1.9% | 0.0% |
| 30D | -9.5% | -30.8% | +21.3% | -0.4% |
| 3M | -10.4% | -18.7% | +8.3% | -5.7% |
| 6M | -14.2% | -16.4% | +2.2% | -10.5% |
| YTD | -26.6% | -11.6% | -15.0% | -24.7% |
| 1Y | -18.2% | -12.0% | -6.2% | -16.7% |
| 3Y | +74.9% | +63.6% | +11.3% | +55.4% |
| All | +74.9% | +64.3% | +10.7% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling