+59.1%
CF vs BLDR
-47.3%
+106.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | +0.1% |
| 7D | -0.9% | -2.7% | +1.9% | -0.9% |
| 30D | +6.9% | +24.8% | -17.9% | +7.9% |
| 3M | +4.8% | -11.7% | +16.5% | +4.7% |
| 6M | +4.7% | -14.8% | +19.4% | +4.8% |
| YTD | +56.5% | -35.9% | +92.4% | +59.7% |
| 1Y | +48.4% | -39.7% | +88.1% | +52.1% |
| 3Y | +59.1% | -45.6% | +104.7% | +62.4% |
| All | +59.1% | -47.3% | +106.5% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling