+205.1%
CRM vs BURL
+232.1%
-27.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.0% |
| 7D | +2.0% | -1.6% | +3.5% | +2.3% |
| 30D | -7.7% | -7.7% | +0.1% | -6.0% |
| 3M | +8.4% | -31.7% | +40.0% | +17.7% |
| 6M | +31.9% | -15.2% | +47.1% | +35.0% |
| YTD | -17.2% | -15.9% | -1.3% | -15.7% |
| 1Y | -8.6% | -14.2% | +5.6% | -8.0% |
| 3Y | +3.1% | +93.5% | -90.4% | -21.2% |
| 5Y | -27.6% | -9.9% | -17.7% | -33.7% |
| All | +205.1% | +232.1% | -27.0% | +116.0% |
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