+504.6%
CSX vs BURL
+215.5%
+289.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.3% |
| 7D | -3.4% | -2.8% | -0.6% | -2.8% |
| 30D | -3.1% | -28.2% | +25.1% | +4.2% |
| 3M | +7.2% | -17.6% | +24.8% | +11.3% |
| 6M | +16.2% | -11.8% | +27.9% | +18.0% |
| YTD | +37.5% | -8.1% | +45.7% | +38.3% |
| 1Y | +53.2% | -12.0% | +65.2% | +54.4% |
| 3Y | +68.2% | +63.3% | +4.9% | +40.2% |
| 5Y | +65.2% | -10.8% | +76.0% | +55.3% |
| All | +504.6% | +215.5% | +289.1% | +342.2% |
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