-55.3%
BLDR vs CASY
+209.8%
-265.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.5% |
| 7D | -0.3% | -4.4% | +4.0% | +0.2% |
| 30D | -16.2% | -12.0% | -4.2% | -15.0% |
| 3M | -14.4% | -2.3% | -12.1% | -15.7% |
| 6M | -32.8% | +10.5% | -43.3% | -36.5% |
| YTD | -39.2% | +33.0% | -72.2% | -45.3% |
| 1Y | -57.7% | +41.1% | -98.8% | -62.7% |
| 3Y | -55.3% | +207.5% | -262.8% | -65.5% |
| All | -55.3% | +209.8% | -265.0% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling