-49.4%
BLDR vs COO
-22.2%
-27.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -1.1% | +4.5% | -5.6% | -3.2% |
| 30D | +19.1% | +16.9% | +2.2% | +10.1% |
| 3M | -12.6% | -16.7% | +4.1% | -3.9% |
| 6M | -18.7% | +5.9% | -24.6% | -21.3% |
| YTD | -38.8% | -22.4% | -16.4% | -30.4% |
| 1Y | -41.2% | -10.1% | -31.1% | -37.8% |
| 3Y | -49.4% | -22.8% | -26.6% | -46.9% |
| All | -49.4% | -22.2% | -27.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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