+57.2%
CSX vs BURL
-10.9%
+68.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.6% |
| 7D | +0.1% | +10.4% | -10.3% | -1.2% |
| 30D | +9.7% | -4.9% | +14.7% | +10.4% |
| 3M | +2.3% | -29.8% | +32.0% | +7.1% |
| 6M | +17.1% | -16.5% | +33.5% | +19.1% |
| YTD | +44.9% | -10.5% | +55.4% | +45.6% |
| 1Y | +47.1% | -5.3% | +52.4% | +46.1% |
| 3Y | +78.6% | +95.1% | -16.5% | +56.3% |
| 5Y | +57.2% | -12.1% | +69.3% | +50.0% |
| All | +57.2% | -10.9% | +68.1% | +50.0% |
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 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