+74.9%
CB vs BLDR
-50.7%
+125.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | +2.9% | -3.0% | +5.9% | +3.0% |
| 30D | +7.3% | +20.1% | -12.8% | +6.7% |
| 3M | +9.4% | -17.5% | +26.9% | +9.8% |
| 6M | +19.6% | -16.1% | +35.7% | +19.7% |
| YTD | +21.5% | -41.0% | +62.5% | +23.2% |
| 1Y | +28.0% | -41.6% | +69.6% | +29.7% |
| 3Y | +74.9% | -50.8% | +125.7% | +85.2% |
| All | +74.9% | -50.7% | +125.6% | +85.2% |
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