+246.7%
CB vs BLDR
+518.5%
-271.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -1.0% | -10.3% | +9.3% | +0.6% |
| 30D | +7.3% | +19.6% | -12.2% | +3.9% |
| 3M | +7.0% | -17.0% | +24.0% | +9.6% |
| 6M | +16.3% | -16.7% | +33.1% | +18.0% |
| YTD | +19.7% | -39.4% | +59.1% | +27.2% |
| 1Y | +27.8% | -41.7% | +69.5% | +36.3% |
| 3Y | +72.0% | -49.9% | +121.9% | +79.6% |
| 5Y | +104.9% | -7.6% | +112.5% | +78.1% |
| 10Y | +246.7% | +502.3% | -255.6% | +98.8% |
| All | +246.7% | +518.5% | -271.7% | +98.8% |
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