+247.9%
CB vs BLDR
+473.7%
-225.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +3.9% | +1.0% |
| 7D | 0.0% | -8.2% | +8.2% | +1.3% |
| 30D | +7.4% | +16.3% | -8.9% | +4.4% |
| 3M | +8.6% | -17.0% | +25.6% | +11.2% |
| 6M | +16.1% | -17.4% | +33.5% | +17.9% |
| YTD | +20.2% | -41.6% | +61.8% | +28.4% |
| 1Y | +27.2% | -43.5% | +70.7% | +36.4% |
| 3Y | +72.7% | -51.6% | +124.3% | +81.3% |
| 5Y | +105.9% | -11.6% | +117.5% | +80.3% |
| All | +247.9% | +473.7% | -225.7% | +100.7% |
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 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