+1,126.0%
CAT vs BLDR
+359.8%
+766.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +2.4% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | -2.3% | -16.2% | +13.9% | +2.3% |
| 3M | -10.0% | -14.4% | +4.4% | -6.9% |
| 6M | +21.2% | -32.8% | +54.0% | +33.5% |
| YTD | +44.4% | -39.2% | +83.6% | +62.7% |
| 1Y | +96.3% | -57.7% | +154.0% | +143.4% |
| 3Y | +203.9% | -55.3% | +259.2% | +255.9% |
| 5Y | +333.5% | +15.6% | +317.9% | +270.9% |
| 10Y | +1,126.0% | +359.8% | +766.2% | +569.1% |
| All | +1,126.0% | +359.8% | +766.2% | +569.1% |
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