-1.8%
CARR vs BLDR
-38.1%
+36.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.7% | -2.5% |
| 7D | -0.7% | +24.4% | -25.0% | -8.4% |
| 30D | +0.3% | +24.9% | -24.6% | -7.9% |
| 3M | -14.9% | -7.8% | -7.1% | -12.5% |
| 6M | -14.9% | -5.8% | -9.1% | -13.9% |
| YTD | +7.0% | -32.5% | +39.5% | +20.8% |
| 1Y | -1.8% | -36.7% | +34.9% | +13.9% |
| All | -1.8% | -38.1% | +36.3% | +13.9% |
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