-51.3%
BLDR vs CRL
+99.6%
-150.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.4% |
| 7D | -8.2% | +8.9% | -17.1% | -10.9% |
| 30D | +16.3% | +14.0% | +2.3% | +9.3% |
| 3M | -17.0% | +19.8% | -36.8% | -23.7% |
| 6M | -17.4% | +102.0% | -119.4% | -38.2% |
| YTD | -41.6% | +70.8% | -112.4% | -54.0% |
| 1Y | -43.5% | +98.7% | -142.2% | -58.0% |
| All | -51.3% | +99.6% | -150.8% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling