-11.7%
CRS vs BURL
-7.8%
-3.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -1.7% | +4.1% | -5.8% | -2.2% |
| 30D | -28.8% | -9.5% | -19.3% | -27.9% |
| 3M | -50.0% | -33.5% | -16.5% | -46.9% |
| 6M | -39.2% | -22.1% | -17.1% | -37.7% |
| YTD | -11.4% | -14.6% | +3.1% | -8.7% |
| 1Y | -11.7% | -8.4% | -3.3% | -8.1% |
| All | -11.7% | -7.8% | -3.9% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling