+878.5%
CRS vs BURL
+1,051.1%
-172.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.7% |
| 7D | -0.2% | -2.8% | +2.6% | +0.8% |
| 30D | -16.6% | -28.2% | +11.5% | -6.2% |
| 3M | -3.5% | -17.6% | +14.1% | +2.7% |
| 6M | +15.4% | -11.8% | +27.2% | +19.0% |
| YTD | +51.2% | -8.1% | +59.3% | +53.3% |
| 1Y | +98.3% | -12.0% | +110.2% | +101.7% |
| 3Y | +651.5% | +63.3% | +588.2% | +477.3% |
| 5Y | +1,411.1% | -10.8% | +1,421.9% | +1,290.1% |
| 10Y | +1,424.3% | +215.9% | +1,208.4% | +853.9% |
| All | +878.5% | +1,051.1% | -172.6% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling