-43.4%
CCL vs BLDR
+372.1%
-415.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +1.0% |
| 7D | -4.3% | -8.1% | +3.8% | -0.1% |
| 30D | -19.0% | -21.5% | +2.5% | -8.6% |
| 3M | -13.1% | -21.0% | +7.9% | -3.5% |
| 6M | -13.3% | -37.1% | +23.8% | +8.4% |
| YTD | -25.2% | -42.7% | +17.4% | -3.0% |
| 1Y | -27.2% | -58.0% | +30.8% | +10.0% |
| 3Y | +49.2% | -57.8% | +107.1% | +107.4% |
| 5Y | +0.4% | +10.3% | -9.9% | -19.8% |
| All | -43.4% | +372.1% | -415.5% | -77.6% |
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