+445.7%
CSX vs BURL
+258.4%
+187.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | -2.7% | +3.5% | -6.2% | -3.5% |
| 30D | +7.0% | -9.3% | +16.3% | +9.2% |
| 3M | -0.3% | -32.1% | +31.8% | +8.2% |
| 6M | +13.5% | -19.8% | +33.3% | +17.8% |
| YTD | +41.5% | -13.2% | +54.7% | +43.6% |
| 1Y | +45.8% | -7.8% | +53.6% | +45.1% |
| 3Y | +74.4% | +89.3% | -14.9% | +39.5% |
| 5Y | +53.6% | -15.8% | +69.4% | +46.3% |
| All | +445.7% | +258.4% | +187.3% | +294.0% |
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