-64.8%
CSGP vs BURL
-11.0%
-53.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.9% |
| 7D | -4.1% | -2.8% | -1.3% | -3.6% |
| 30D | +2.3% | -28.2% | +30.5% | +9.0% |
| 3M | -8.2% | -17.6% | +9.4% | -4.8% |
| 6M | -35.1% | -11.8% | -23.3% | -33.9% |
| YTD | -54.0% | -8.1% | -45.9% | -53.6% |
| 1Y | -65.3% | -12.0% | -53.4% | -64.9% |
| 3Y | -62.6% | +63.3% | -125.9% | -68.0% |
| All | -64.8% | -11.0% | -53.8% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling