-57.5%
BLDR vs CGNX
+49.8%
-107.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.1% |
| 7D | -8.2% | +3.2% | -11.4% | -9.1% |
| 30D | -16.6% | +6.0% | -22.6% | -18.4% |
| 3M | -23.2% | +3.5% | -26.7% | -24.5% |
| 6M | -33.7% | +26.3% | -60.0% | -39.0% |
| YTD | -41.3% | +79.2% | -120.6% | -53.7% |
| 1Y | -58.8% | +43.8% | -102.6% | -64.8% |
| 3Y | -57.5% | +52.0% | -109.4% | -65.1% |
| All | -57.5% | +49.8% | -107.2% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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