+271.0%
CG vs BLDR
+473.7%
-202.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -2.9% |
| 7D | -1.5% | -8.2% | +6.7% | +1.8% |
| 30D | +5.7% | +16.3% | -10.6% | -0.6% |
| 3M | -17.9% | -17.0% | -0.9% | -12.5% |
| 6M | -20.2% | -17.4% | -2.8% | -16.2% |
| YTD | -32.0% | -41.6% | +9.6% | -19.6% |
| 1Y | -27.0% | -43.5% | +16.5% | -12.8% |
| 3Y | +42.8% | -51.6% | +94.4% | +72.7% |
| 5Y | -23.4% | -11.6% | -11.8% | -29.7% |
| All | +271.0% | +473.7% | -202.7% | +72.1% |
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