+17.0%
CCL vs BLDR
-42.4%
+59.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -1.5% | -10.3% | +8.8% | +3.3% |
| 30D | +16.5% | +19.6% | -3.1% | +6.7% |
| 3M | +11.2% | -17.0% | +28.2% | +21.0% |
| 6M | +22.6% | -16.7% | +39.3% | +31.0% |
| YTD | +2.6% | -39.4% | +42.0% | +23.1% |
| 1Y | +17.0% | -41.7% | +58.6% | +41.8% |
| All | +17.0% | -42.4% | +59.4% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling