+597.4%
BLDR vs CAPR
-64.9%
+662.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -4.0% | +5.2% |
| 7D | -2.7% | +36.0% | -38.8% | -3.7% |
| 30D | +24.8% | +25.8% | -1.0% | +23.9% |
| 3M | -11.7% | +140.8% | -152.5% | -14.6% |
| 6M | -14.8% | -67.6% | +52.8% | -13.9% |
| YTD | -35.9% | -65.9% | +30.0% | -35.5% |
| 1Y | -39.7% | +66.1% | -105.8% | -46.2% |
| 3Y | -45.6% | +256.9% | -302.5% | -55.7% |
| 5Y | -2.5% | +172.1% | -174.6% | -21.8% |
| 10Y | +597.4% | -64.7% | +662.1% | +412.9% |
| All | +597.4% | -64.9% | +662.3% | +412.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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