-37.7%
CAG vs BLDR
+383.3%
-421.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -5.7% | -8.2% | +2.6% | -5.1% |
| 30D | -2.4% | -16.6% | +14.2% | -1.1% |
| 3M | +9.8% | -23.2% | +33.0% | +11.7% |
| 6M | -10.8% | -33.7% | +22.9% | -8.4% |
| YTD | -10.8% | -41.3% | +30.5% | -7.7% |
| 1Y | -19.0% | -58.8% | +39.9% | -14.1% |
| 3Y | -39.7% | -57.5% | +17.8% | -37.2% |
| 5Y | -43.0% | +12.9% | -55.9% | -45.4% |
| All | -37.7% | +383.3% | -421.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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