-58.4%
CSGP vs BURL
+89.8%
-148.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | +13.9% | +3.5% | +10.4% | +13.3% |
| 30D | +16.0% | -9.3% | +25.3% | +17.4% |
| 3M | +6.1% | -32.1% | +38.2% | +11.7% |
| 6M | -8.2% | -19.8% | +11.6% | -5.6% |
| YTD | -52.3% | -13.2% | -39.2% | -51.6% |
| 1Y | -54.5% | -7.8% | -46.7% | -54.3% |
| All | -58.4% | +89.8% | -148.2% | -61.5% |
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