+143.9%
CAT vs BLDR
-50.4%
+194.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.9% |
| 7D | -10.3% | -3.7% | -6.6% | -9.8% |
| 30D | -31.2% | +16.8% | -48.0% | -34.6% |
| 3M | -34.7% | -13.7% | -20.9% | -32.8% |
| 6M | -39.5% | -21.9% | -17.6% | -36.4% |
| YTD | -1.7% | -39.2% | +37.6% | +9.8% |
| 1Y | -1.1% | -42.6% | +41.5% | +12.0% |
| 3Y | +143.9% | -50.2% | +194.1% | +169.3% |
| All | +143.9% | -50.4% | +194.3% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling