+358.9%
CBOE vs BLDR
+383.3%
-24.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.4% |
| 7D | -5.8% | -8.2% | +2.4% | -5.3% |
| 30D | -3.1% | -16.6% | +13.5% | -2.1% |
| 3M | -4.8% | -23.2% | +18.4% | -3.6% |
| 6M | -0.6% | -33.7% | +33.2% | +1.5% |
| YTD | +12.8% | -41.3% | +54.1% | +16.0% |
| 1Y | +19.8% | -58.8% | +78.6% | +26.6% |
| 3Y | +86.9% | -57.5% | +144.4% | +91.6% |
| 5Y | +136.5% | +12.9% | +123.6% | +108.6% |
| All | +358.9% | +383.3% | -24.5% | +211.2% |
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 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