-65.3%
CSGP vs BURL
-9.5%
-55.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.6% |
| 7D | -4.1% | -2.8% | -1.3% | -3.9% |
| 30D | +2.3% | -28.2% | +30.5% | +4.8% |
| 3M | -8.2% | -17.6% | +9.4% | -6.4% |
| 6M | -35.1% | -11.8% | -23.3% | -33.8% |
| YTD | -54.0% | -8.1% | -45.9% | -53.0% |
| 1Y | -65.3% | -12.0% | -53.4% | -64.0% |
| All | -65.3% | -9.5% | -55.8% | -64.0% |
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 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