+308.6%
CFG vs BLDR
+359.8%
-51.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +0.7% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -3.7% | -16.2% | +12.5% | +2.5% |
| 3M | +9.5% | -14.4% | +23.9% | +14.0% |
| 6M | +22.2% | -32.8% | +55.0% | +38.5% |
| YTD | +22.3% | -39.2% | +61.5% | +42.7% |
| 1Y | +39.4% | -57.7% | +97.1% | +86.5% |
| 3Y | +188.5% | -55.3% | +243.8% | +253.0% |
| 5Y | +101.5% | +15.6% | +85.9% | +52.4% |
| 10Y | +308.6% | +359.8% | -51.2% | +47.6% |
| All | +308.6% | +359.8% | -51.2% | +47.6% |
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