+89.8%
CSGP vs BURL
+1,021.0%
-931.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +2.4% |
| 7D | +18.3% | +10.4% | +7.9% | +15.7% |
| 30D | +17.8% | -4.9% | +22.7% | +19.1% |
| 3M | +9.3% | -29.8% | +39.0% | +17.5% |
| 6M | -7.9% | -16.5% | +8.5% | -5.1% |
| YTD | -51.5% | -10.5% | -41.0% | -51.0% |
| 1Y | -53.3% | -5.3% | -48.0% | -53.6% |
| 3Y | -57.9% | +95.1% | -153.0% | -65.8% |
| 5Y | -61.3% | -12.1% | -49.2% | -63.6% |
| 10Y | +77.5% | +273.2% | -195.6% | +15.5% |
| All | +89.8% | +1,021.0% | -931.2% | +3.2% |
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 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