+425.9%
CARR vs BLDR
+484.7%
-58.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | +0.6% | -2.7% | +3.3% | +1.5% |
| 30D | -8.7% | -14.7% | +6.1% | -4.0% |
| 3M | -18.4% | -20.8% | +2.5% | -12.6% |
| 6M | -0.6% | -35.3% | +34.7% | +13.0% |
| YTD | +10.9% | -40.3% | +51.3% | +28.9% |
| 1Y | -7.3% | -56.3% | +49.0% | +18.3% |
| 3Y | +2.9% | -56.1% | +59.0% | +26.2% |
| 5Y | +9.6% | +12.9% | -3.3% | +0.4% |
| All | +425.9% | +484.7% | -58.7% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling