-29.4%
CCL vs BLDR
+518.5%
-547.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -1.5% | -10.3% | +8.8% | +4.0% |
| 30D | +16.5% | +19.6% | -3.1% | +5.0% |
| 3M | +11.2% | -17.0% | +28.2% | +20.5% |
| 6M | +22.6% | -16.7% | +39.3% | +31.1% |
| YTD | +2.6% | -39.4% | +42.0% | +27.9% |
| 1Y | +17.0% | -41.7% | +58.6% | +48.1% |
| 3Y | +145.5% | -49.9% | +195.4% | +208.4% |
| 5Y | +36.1% | -7.6% | +43.7% | +17.3% |
| 10Y | -29.4% | +502.3% | -531.8% | -75.2% |
| All | -29.4% | +518.5% | -547.9% | -75.2% |
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