+330.5%
CFG vs BLDR
+958.4%
-627.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.8% | -10.3% | +9.5% | +2.4% |
| 30D | +3.1% | +19.6% | -16.4% | -3.0% |
| 3M | -9.7% | -17.0% | +7.3% | -5.6% |
| 6M | +6.7% | -16.7% | +23.5% | +10.1% |
| YTD | +15.2% | -39.4% | +54.6% | +29.4% |
| 1Y | +28.8% | -41.7% | +70.5% | +46.1% |
| 3Y | +190.1% | -49.9% | +239.9% | +230.3% |
| 5Y | +63.4% | -7.6% | +71.0% | +47.1% |
| 10Y | +219.8% | +502.3% | -282.6% | +69.6% |
| All | +330.5% | +958.4% | -627.9% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling