+234.7%
CRM vs BURL
+188.6%
+46.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -0.5% |
| 7D | -5.0% | -7.0% | +2.0% | -3.3% |
| 30D | +23.6% | -35.6% | +59.2% | +36.8% |
| 3M | +39.6% | -26.3% | +65.9% | +49.2% |
| 6M | +23.4% | -20.7% | +44.1% | +28.6% |
| YTD | -7.4% | -17.2% | +9.8% | -5.0% |
| 1Y | -2.3% | -15.0% | +12.7% | -1.3% |
| 3Y | +10.5% | +53.2% | -42.7% | -9.2% |
| 5Y | -4.7% | -18.7% | +14.0% | -10.1% |
| 10Y | +234.7% | +192.1% | +42.7% | +128.7% |
| All | +234.7% | +188.6% | +46.2% | +128.7% |
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