+320.8%
BLDR vs CAPR
-99.0%
+419.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -4.0% | +5.3% |
| 7D | -2.7% | +36.0% | -38.8% | -3.3% |
| 30D | +24.8% | +25.8% | -1.0% | +24.2% |
| 3M | -11.7% | +140.8% | -152.5% | -13.4% |
| 6M | -14.8% | -67.6% | +52.8% | -14.3% |
| YTD | -35.9% | -65.9% | +30.0% | -35.7% |
| 1Y | -39.7% | +66.1% | -105.8% | -43.4% |
| 3Y | -45.6% | +256.9% | -302.5% | -50.8% |
| 5Y | -2.5% | +172.1% | -174.6% | -12.4% |
| 10Y | +597.4% | -64.7% | +662.1% | +501.0% |
| All | +320.8% | -99.0% | +419.8% | +292.9% |
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 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