-0.4%
CRM vs BURL
-12.4%
+12.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -4.1% |
| 7D | -3.5% | -2.6% | -0.9% | -3.6% |
| 30D | +29.3% | -30.8% | +60.0% | +29.1% |
| 3M | +36.8% | -18.7% | +55.5% | +36.2% |
| 6M | +23.9% | -16.4% | +40.3% | +22.9% |
| YTD | -5.5% | -11.6% | +6.1% | -6.4% |
| 1Y | -0.4% | -12.0% | +11.6% | -1.5% |
| All | -0.4% | -12.4% | +12.0% | -1.5% |
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