-14.3%
CCL vs BLDR
+392.3%
-406.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.9% |
| 7D | +5.8% | -1.1% | +6.9% | +6.1% |
| 30D | +17.3% | +19.1% | -1.8% | +11.8% |
| 3M | +11.3% | -12.6% | +23.9% | +14.5% |
| 6M | +18.5% | -18.7% | +37.2% | +23.8% |
| YTD | +2.8% | -38.8% | +41.6% | +15.1% |
| 1Y | +16.7% | -41.2% | +58.0% | +31.8% |
| 3Y | +146.0% | -49.4% | +195.4% | +182.4% |
| 5Y | +33.6% | -6.0% | +39.6% | +32.8% |
| 10Y | -29.4% | +523.1% | -552.5% | -52.8% |
| All | -14.3% | +392.3% | -406.6% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling