+195.5%
CRM vs BURL
+247.8%
-52.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -3.9% | +5.9% | -9.8% | -5.3% |
| 30D | -6.8% | -8.3% | +1.5% | -5.0% |
| 3M | +8.3% | -31.6% | +39.9% | +17.7% |
| 6M | +17.9% | -16.6% | +34.5% | +21.3% |
| YTD | -18.9% | -12.1% | -6.8% | -18.3% |
| 1Y | -10.9% | -10.0% | -1.0% | -11.3% |
| 3Y | +1.8% | +94.3% | -92.4% | -22.0% |
| 5Y | -27.4% | -13.2% | -14.2% | -32.7% |
| 10Y | +195.5% | +252.5% | -57.0% | +109.6% |
| All | +195.5% | +247.8% | -52.4% | +109.6% |
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 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