-41.4%
BLDR vs CAI
-8.1%
-33.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -16.2% | +9.1% | -25.4% | -17.4% |
| 3M | -14.4% | +53.8% | -68.2% | -19.8% |
| 6M | -32.8% | +33.5% | -66.3% | -36.3% |
| YTD | -39.2% | -8.0% | -31.2% | -40.3% |
| 1Y | -57.7% | -28.7% | -29.0% | -57.5% |
| All | -41.4% | -8.1% | -33.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 all: compounded portfolio wealth divided by compounded CAI 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…
all analysis · Full analysis span regression · 6 months rolling