+101.0%
CB vs BLDR
+20.2%
+80.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.1% |
| 7D | +0.5% | -2.8% | +3.3% | +0.7% |
| 30D | -3.1% | -13.3% | +10.2% | -2.1% |
| 3M | +9.0% | -12.3% | +21.2% | +9.6% |
| 6M | +2.9% | -31.5% | +34.3% | +5.7% |
| YTD | +10.1% | -36.1% | +46.2% | +13.6% |
| 1Y | +22.8% | -54.1% | +76.9% | +30.7% |
| 3Y | +73.8% | -55.8% | +129.6% | +80.6% |
| All | +101.0% | +20.2% | +80.8% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling