+10.7%
CARR vs BLDR
+10.9%
-0.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +0.5% |
| 7D | -3.8% | -8.2% | +4.5% | -0.6% |
| 30D | -8.9% | -16.6% | +7.7% | -2.6% |
| 3M | -17.3% | -23.2% | +5.9% | -9.5% |
| 6M | -1.4% | -33.7% | +32.3% | +13.4% |
| YTD | +10.0% | -41.3% | +51.3% | +31.7% |
| 1Y | -6.4% | -58.8% | +52.5% | +27.6% |
| 3Y | +1.5% | -57.5% | +59.0% | +28.4% |
| All | +10.7% | +10.9% | -0.2% | -11.1% |
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 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