+298.9%
BLDR vs CAPR
-99.1%
+398.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.7% | -9.2% | -4.6% |
| 7D | -3.7% | +41.1% | -44.7% | -4.3% |
| 30D | +16.8% | +11.1% | +5.7% | +16.5% |
| 3M | -13.7% | +115.3% | -129.1% | -15.3% |
| 6M | -21.9% | -73.8% | +52.0% | -21.1% |
| YTD | -39.2% | -68.8% | +29.6% | -38.9% |
| 1Y | -42.6% | +43.3% | -86.0% | -46.0% |
| 3Y | -50.2% | +214.7% | -264.9% | -54.9% |
| 5Y | -7.0% | +141.3% | -148.3% | -16.2% |
| 10Y | +584.2% | -67.0% | +651.3% | +490.7% |
| All | +298.9% | -99.1% | +398.0% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling