+484.0%
BLDR vs CAPR
-65.7%
+549.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.9% | +1.1% |
| 7D | -3.0% | +5.9% | -8.9% | -3.2% |
| 30D | +20.1% | +44.6% | -24.5% | +18.6% |
| 3M | -17.5% | +126.4% | -143.9% | -20.2% |
| 6M | -16.1% | -68.6% | +52.5% | -15.2% |
| YTD | -41.0% | -67.0% | +26.0% | -40.7% |
| 1Y | -41.6% | +65.2% | -106.8% | -47.9% |
| 3Y | -50.8% | +235.6% | -286.4% | -59.9% |
| 5Y | -10.8% | +175.4% | -186.2% | -28.6% |
| All | +484.0% | -65.7% | +549.7% | +313.9% |
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