+863.2%
CDW vs BLDR
+996.5%
-133.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.5% |
| 7D | +3.2% | -2.8% | +6.0% | +3.8% |
| 30D | +9.3% | -13.3% | +22.6% | +12.3% |
| 3M | +9.8% | -12.3% | +22.1% | +11.8% |
| 6M | +23.3% | -31.5% | +54.8% | +31.3% |
| YTD | +13.7% | -36.1% | +49.7% | +22.5% |
| 1Y | -6.5% | -54.1% | +47.6% | +7.9% |
| 3Y | -25.2% | -55.8% | +30.5% | -15.9% |
| 5Y | -19.5% | +20.7% | -40.2% | -28.3% |
| 10Y | +285.8% | +390.2% | -104.4% | +158.3% |
| All | +863.2% | +996.5% | -133.3% | +510.1% |
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