+72.2%
CSX vs BURL
+63.9%
+8.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.5% |
| 7D | -3.4% | -2.8% | -0.6% | -3.1% |
| 30D | -3.1% | -28.2% | +25.1% | +0.9% |
| 3M | +7.2% | -17.6% | +24.8% | +9.4% |
| 6M | +16.2% | -11.8% | +27.9% | +17.1% |
| YTD | +37.5% | -8.1% | +45.7% | +37.7% |
| 1Y | +53.2% | -12.0% | +65.2% | +53.9% |
| All | +72.2% | +63.9% | +8.3% | +55.9% |
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