-0.6%
CRM vs BURL
-11.0%
+10.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | +1.3% | -2.8% | +4.1% | +1.8% |
| 30D | +34.3% | -28.2% | +62.5% | +43.5% |
| 3M | +37.7% | -17.6% | +55.3% | +42.5% |
| 6M | +34.9% | -11.8% | +46.7% | +36.6% |
| YTD | -1.6% | -8.1% | +6.5% | -1.7% |
| 1Y | +7.1% | -12.0% | +19.1% | +7.3% |
| 3Y | +19.0% | +63.3% | -44.3% | -2.3% |
| All | -0.6% | -11.0% | +10.4% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling