+484.0%
BLDR vs CASY
+555.0%
-71.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.6% |
| 7D | -3.0% | +3.6% | -6.5% | -4.5% |
| 30D | +20.1% | +9.1% | +11.1% | +15.6% |
| 3M | -17.5% | -16.5% | -1.0% | -11.3% |
| 6M | -16.1% | -19.7% | +3.6% | -10.6% |
| YTD | -41.0% | +29.3% | -70.3% | -51.8% |
| 1Y | -41.6% | +33.1% | -74.7% | -53.3% |
| 3Y | -50.8% | +158.5% | -209.3% | -74.6% |
| 5Y | -10.8% | +266.7% | -277.5% | -63.8% |
| All | +484.0% | +555.0% | -71.0% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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