+1,821.7%
CAT vs BLDR
+389.2%
+1,432.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.7% |
| 7D | -10.3% | -3.7% | -6.6% | -9.9% |
| 30D | -31.2% | +16.8% | -48.0% | -33.8% |
| 3M | -34.7% | -13.7% | -20.9% | -33.6% |
| 6M | -39.5% | -21.9% | -17.6% | -37.6% |
| YTD | -1.7% | -39.2% | +37.6% | +5.7% |
| 1Y | -1.1% | -42.6% | +41.5% | +7.2% |
| 3Y | +143.9% | -50.2% | +194.1% | +165.7% |
| 5Y | +194.8% | -7.0% | +201.8% | +179.4% |
| 10Y | +739.8% | +584.2% | +155.5% | +429.5% |
| All | +1,821.7% | +389.2% | +1,432.4% | +832.7% |
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