-29.8%
CRM vs BURL
-17.2%
-12.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.6% |
| 7D | -6.8% | +4.1% | -10.9% | -7.5% |
| 30D | -4.9% | -9.5% | +4.6% | -3.1% |
| 3M | +14.6% | -33.5% | +48.1% | +24.1% |
| 6M | +18.4% | -22.1% | +40.5% | +23.2% |
| YTD | -18.8% | -14.6% | -4.2% | -17.9% |
| 1Y | -10.0% | -8.4% | -1.6% | -11.0% |
| 3Y | +5.0% | +86.6% | -81.6% | -18.6% |
| All | -29.8% | -17.2% | -12.6% | -31.0% |
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 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