+320.5%
CRS vs BURL
+89.8%
+230.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.8% |
| 7D | -6.6% | +3.5% | -10.1% | -7.5% |
| 30D | -29.5% | -9.3% | -20.2% | -27.9% |
| 3M | -51.1% | -32.1% | -19.0% | -46.2% |
| 6M | -37.3% | -19.8% | -17.5% | -34.6% |
| YTD | -11.2% | -13.2% | +1.9% | -9.4% |
| 1Y | -11.5% | -7.8% | -3.6% | -11.8% |
| All | +320.5% | +89.8% | +230.7% | +296.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling