-19.0%
CAG vs BLDR
-57.4%
+38.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | -5.7% | -8.2% | +2.6% | -4.4% |
| 30D | -2.4% | -16.6% | +14.2% | +0.4% |
| 3M | +9.8% | -23.2% | +33.0% | +13.6% |
| 6M | -10.8% | -33.7% | +22.9% | -4.6% |
| YTD | -10.8% | -41.3% | +30.5% | -2.5% |
| 1Y | -19.0% | -58.8% | +39.9% | -0.8% |
| All | -19.0% | -57.4% | +38.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling