+206.6%
CFG vs BLDR
+473.7%
-267.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.5% |
| 7D | +1.6% | -8.2% | +9.8% | +4.8% |
| 30D | +3.3% | +16.3% | -13.0% | -3.5% |
| 3M | -11.5% | -17.0% | +5.4% | -6.6% |
| 6M | +6.2% | -17.4% | +23.6% | +10.4% |
| YTD | +14.3% | -41.6% | +55.8% | +33.7% |
| 1Y | +26.7% | -43.5% | +70.2% | +49.9% |
| 3Y | +187.8% | -51.6% | +239.4% | +237.6% |
| 5Y | +61.3% | -11.6% | +72.9% | +35.4% |
| All | +206.6% | +473.7% | -267.0% | +6.4% |
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 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