+433.9%
CRH vs BURL
+1,051.1%
-617.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.7% |
| 7D | -1.7% | -2.8% | +1.1% | -0.9% |
| 30D | -5.4% | -28.2% | +22.8% | +3.3% |
| 3M | -11.2% | -17.6% | +6.4% | -6.8% |
| 6M | -15.8% | -11.8% | -4.1% | -13.5% |
| YTD | -23.6% | -8.1% | -15.5% | -22.5% |
| 1Y | -14.6% | -12.0% | -2.6% | -13.3% |
| 3Y | +74.3% | +63.3% | +11.0% | +45.4% |
| 5Y | +103.7% | -10.8% | +114.5% | +91.0% |
| 10Y | +261.4% | +215.9% | +45.5% | +151.8% |
| All | +433.9% | +1,051.1% | -617.2% | +220.6% |
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