+102.5%
CFG vs BLDR
+20.2%
+82.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | +1.5% | -2.8% | +4.4% | +2.4% |
| 30D | -3.8% | -13.3% | +9.4% | +0.1% |
| 3M | +11.5% | -12.3% | +23.7% | +14.5% |
| 6M | +19.2% | -31.5% | +50.7% | +31.7% |
| YTD | +23.7% | -36.1% | +59.8% | +38.6% |
| 1Y | +38.8% | -54.1% | +92.9% | +72.7% |
| 3Y | +178.9% | -55.8% | +234.7% | +230.0% |
| All | +102.5% | +20.2% | +82.4% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling