+474.4%
CRS vs BURL
+987.9%
-513.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.5% |
| 7D | -6.6% | +3.5% | -10.1% | -7.9% |
| 30D | -29.5% | -9.3% | -20.2% | -27.2% |
| 3M | -51.1% | -32.1% | -19.0% | -44.2% |
| 6M | -37.3% | -19.8% | -17.5% | -33.5% |
| YTD | -11.2% | -13.2% | +1.9% | -8.8% |
| 1Y | -11.5% | -7.8% | -3.6% | -12.0% |
| 3Y | +324.4% | +89.3% | +235.1% | +206.3% |
| 5Y | +796.6% | -15.8% | +812.4% | +737.6% |
| 10Y | +929.0% | +262.2% | +666.8% | +528.5% |
| All | +474.4% | +987.9% | -513.5% | +210.4% |
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