-10.8%
CRM vs BURL
-13.7%
+2.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.3% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -8.6% | -4.3% | -4.2% | -8.9% |
| 3M | +12.7% | -28.8% | +41.5% | +11.7% |
| 6M | +27.6% | -12.8% | +40.4% | +26.4% |
| YTD | -17.3% | -12.8% | -4.5% | -17.9% |
| 1Y | -10.8% | -12.3% | +1.4% | -11.5% |
| All | -10.8% | -13.7% | +2.8% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling