+228.7%
BLDR vs CLBK
+60.9%
+167.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.4% |
| 30D | +20.1% | +3.4% | +16.7% | +18.1% |
| 3M | -17.5% | -4.3% | -13.2% | -15.4% |
| 6M | -16.1% | +28.4% | -44.4% | -28.1% |
| YTD | -41.0% | +59.4% | -100.4% | -55.9% |
| 1Y | -41.6% | +64.8% | -106.4% | -57.2% |
| 3Y | -50.8% | +50.6% | -101.4% | -63.4% |
| 5Y | -10.8% | +28.3% | -39.1% | -34.4% |
| All | +228.7% | +60.9% | +167.9% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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