+289.9%
CAH vs BLDR
+372.1%
-82.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.3% | -1.1% |
| 7D | -5.1% | -8.1% | +3.1% | -4.0% |
| 30D | -1.8% | -21.5% | +19.7% | +1.4% |
| 3M | +9.4% | -21.0% | +30.3% | +12.3% |
| 6M | +9.2% | -37.1% | +46.3% | +15.3% |
| YTD | +15.7% | -42.7% | +58.4% | +23.0% |
| 1Y | +59.7% | -58.0% | +117.7% | +77.0% |
| 3Y | +178.5% | -57.8% | +236.3% | +194.8% |
| 5Y | +398.3% | +10.3% | +388.0% | +319.2% |
| All | +289.9% | +372.1% | -82.3% | +121.1% |
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