+53.6%
CSX vs BURL
-15.9%
+69.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -2.7% | +3.5% | -6.2% | -3.2% |
| 30D | +7.0% | -9.3% | +16.3% | +8.4% |
| 3M | -0.3% | -32.1% | +31.8% | +4.9% |
| 6M | +13.5% | -19.8% | +33.3% | +16.2% |
| YTD | +41.5% | -13.2% | +54.7% | +42.8% |
| 1Y | +45.8% | -7.8% | +53.6% | +45.3% |
| 3Y | +74.4% | +89.3% | -14.9% | +53.3% |
| 5Y | +53.6% | -15.8% | +69.4% | +47.7% |
| All | +53.6% | -15.9% | +69.5% | +47.7% |
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