+312.1%
CG vs BLDR
+372.1%
-60.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.6% | -0.9% |
| 7D | -9.8% | -8.1% | -1.7% | -6.9% |
| 30D | -10.3% | -21.5% | +11.2% | -1.9% |
| 3M | -1.7% | -21.0% | +19.3% | +5.9% |
| 6M | -9.8% | -37.1% | +27.2% | +4.9% |
| YTD | -25.6% | -42.7% | +17.1% | -10.9% |
| 1Y | -32.5% | -58.0% | +25.4% | -9.6% |
| 3Y | +45.6% | -57.8% | +103.5% | +85.8% |
| 5Y | +3.7% | +10.3% | -6.6% | -11.1% |
| All | +312.1% | +372.1% | -60.0% | +107.6% |
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