+905.1%
CRS vs BURL
+261.4%
+643.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.2% | +5.5% | +8.0% |
| 7D | +4.9% | +7.7% | -2.8% | +1.8% |
| 30D | -20.8% | -7.1% | -13.7% | -18.6% |
| 3M | -46.4% | -30.3% | -16.1% | -38.7% |
| 6M | -28.6% | -15.5% | -13.0% | -25.4% |
| YTD | -2.8% | -11.0% | +8.1% | -0.9% |
| 1Y | -6.7% | -8.4% | +1.7% | -7.1% |
| 3Y | +368.0% | +96.7% | +271.3% | +217.5% |
| 5Y | +852.9% | -14.1% | +866.9% | +784.8% |
| 10Y | +905.1% | +255.1% | +650.0% | +486.0% |
| All | +905.1% | +261.4% | +643.7% | +486.0% |
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 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