+386.5%
BLDR vs CAPR
-77.3%
+463.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.8% |
| 7D | -2.7% | -12.6% | +9.9% | -2.3% |
| 30D | -14.7% | +124.4% | -139.1% | -17.2% |
| 3M | -20.8% | -66.8% | +46.0% | -19.9% |
| 6M | -35.3% | -71.8% | +36.4% | -34.3% |
| YTD | -40.3% | -70.1% | +29.7% | -39.6% |
| 1Y | -56.3% | +33.3% | -89.6% | -60.6% |
| 3Y | -56.1% | +36.7% | -92.8% | -62.8% |
| 5Y | +12.9% | +72.5% | -59.5% | -7.6% |
| 10Y | +386.5% | -77.3% | +463.7% | +255.8% |
| All | +386.5% | -77.3% | +463.7% | +255.8% |
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