+386.5%
BLDR vs CRL
+244.4%
+142.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -2.7% | -4.6% | +1.9% | -0.3% |
| 30D | -14.7% | +0.5% | -15.2% | -14.9% |
| 3M | -20.8% | +46.6% | -67.4% | -35.3% |
| 6M | -35.3% | +57.3% | -92.6% | -49.9% |
| YTD | -40.3% | +39.5% | -79.9% | -51.2% |
| 1Y | -56.3% | +76.9% | -133.2% | -68.7% |
| 3Y | -56.1% | +39.4% | -95.5% | -67.0% |
| 5Y | +12.9% | -37.2% | +50.1% | +31.4% |
| 10Y | +386.5% | +253.4% | +133.0% | +99.3% |
| All | +386.5% | +244.4% | +142.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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