-42.6%
CAG vs BLDR
+7.7%
-50.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.4% |
| 7D | -5.9% | -8.1% | +2.2% | -5.2% |
| 30D | -1.5% | -21.5% | +19.9% | +0.4% |
| 3M | +11.5% | -21.0% | +32.4% | +13.3% |
| 6M | -15.7% | -37.1% | +21.4% | -12.9% |
| YTD | -10.2% | -42.7% | +32.5% | -6.6% |
| 1Y | -18.1% | -58.0% | +39.9% | -13.2% |
| 3Y | -39.4% | -57.8% | +18.5% | -36.8% |
| 5Y | -42.6% | +10.3% | -52.9% | -46.4% |
| All | -42.6% | +7.7% | -50.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling