+196.4%
CFG vs BLDR
-53.1%
+249.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | +1.5% | -2.8% | +4.4% | +2.3% |
| 30D | -3.8% | -13.3% | +9.4% | -0.1% |
| 3M | +11.5% | -12.3% | +23.7% | +14.3% |
| 6M | +19.2% | -31.5% | +50.7% | +31.1% |
| YTD | +23.7% | -36.1% | +59.8% | +37.9% |
| 1Y | +38.8% | -54.1% | +92.9% | +71.6% |
| All | +196.4% | -53.1% | +249.5% | +218.6% |
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 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