+432.0%
CRH vs BURL
+992.7%
-560.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +17.2% | -4.3% | +21.5% | +18.6% |
| 3M | -3.8% | -28.8% | +25.0% | +5.0% |
| 6M | -15.0% | -12.8% | -2.2% | -12.6% |
| YTD | -23.9% | -12.8% | -11.1% | -21.9% |
| 1Y | -16.2% | -12.3% | -4.0% | -14.8% |
| 3Y | +65.1% | +92.7% | -27.6% | +31.8% |
| 5Y | +109.8% | -6.5% | +116.4% | +94.3% |
| 10Y | +250.3% | +245.7% | +4.5% | +141.9% |
| All | +432.0% | +992.7% | -560.7% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling