+73.3%
CSGP vs BURL
+258.4%
-185.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.0% |
| 7D | +13.9% | +3.5% | +10.4% | +13.0% |
| 30D | +16.0% | -9.3% | +25.3% | +18.4% |
| 3M | +6.1% | -32.1% | +38.2% | +14.9% |
| 6M | -8.2% | -19.8% | +11.6% | -4.5% |
| YTD | -52.3% | -13.2% | -39.2% | -51.4% |
| 1Y | -54.5% | -7.8% | -46.7% | -54.5% |
| 3Y | -58.6% | +89.3% | -147.9% | -66.3% |
| 5Y | -61.5% | -15.8% | -45.7% | -63.3% |
| All | +73.3% | +258.4% | -185.1% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling