+301.5%
CDW vs BLDR
+473.7%
-172.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.8% |
| 7D | +9.1% | -8.2% | +17.3% | +11.6% |
| 30D | +13.7% | +16.3% | -2.6% | +8.5% |
| 3M | +27.0% | -17.0% | +44.0% | +33.0% |
| 6M | +75.9% | -17.4% | +93.3% | +81.7% |
| YTD | +28.9% | -41.6% | +70.4% | +45.2% |
| 1Y | +19.6% | -43.5% | +63.1% | +35.8% |
| 3Y | -14.6% | -51.6% | +37.0% | -3.7% |
| 5Y | -3.2% | -11.6% | +8.4% | -13.9% |
| All | +301.5% | +473.7% | -172.1% | +100.9% |
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