+826.4%
CRS vs BURL
+244.4%
+582.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | -21.2% | -4.3% | -16.9% | -20.0% |
| 3M | -43.3% | -28.8% | -14.5% | -35.7% |
| 6M | -29.4% | -12.8% | -16.6% | -27.2% |
| YTD | -4.7% | -12.8% | +8.1% | -2.0% |
| 1Y | -9.6% | -12.3% | +2.7% | -8.4% |
| 3Y | +355.5% | +92.7% | +262.8% | +211.6% |
| 5Y | +826.6% | -6.5% | +833.1% | +723.6% |
| All | +826.4% | +244.4% | +582.0% | +448.6% |
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