+862.9%
CRS vs BURL
+254.9%
+608.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | +4.4% | -0.8% | +5.2% | +4.8% |
| 30D | -19.1% | -4.4% | -14.7% | -17.9% |
| 3M | -43.2% | -28.6% | -14.7% | -35.7% |
| 6M | -28.9% | -12.3% | -16.6% | -26.8% |
| YTD | -3.0% | -11.3% | +8.3% | -0.9% |
| 1Y | -5.3% | -10.4% | +5.1% | -4.8% |
| 3Y | +363.5% | +96.1% | +267.5% | +214.9% |
| 5Y | +858.2% | -5.0% | +863.2% | +746.2% |
| 10Y | +862.9% | +251.8% | +611.1% | +462.0% |
| All | +862.9% | +254.9% | +608.0% | +462.0% |
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