-9.3%
CDW vs BLDR
-8.6%
-0.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.3% |
| 7D | +2.1% | -3.7% | +5.7% | +3.2% |
| 30D | +14.7% | +16.8% | -2.0% | +9.9% |
| 3M | +11.1% | -13.7% | +24.9% | +14.7% |
| 6M | +45.6% | -21.9% | +67.4% | +52.7% |
| YTD | +17.1% | -39.2% | +56.3% | +30.4% |
| 1Y | +13.2% | -42.6% | +55.8% | +27.8% |
| 3Y | -22.2% | -50.2% | +28.0% | -14.3% |
| All | -9.3% | -8.6% | -0.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling