-21.5%
CG vs BLDR
-11.9%
-9.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +0.2% | -3.0% | +3.2% | +1.5% |
| 30D | +11.2% | +20.1% | -8.9% | +2.5% |
| 3M | -22.1% | -17.5% | -4.6% | -16.3% |
| 6M | -17.9% | -16.1% | -1.8% | -14.2% |
| YTD | -31.3% | -41.0% | +9.7% | -17.8% |
| 1Y | -24.0% | -41.6% | +17.6% | -8.9% |
| 3Y | +45.0% | -50.8% | +95.8% | +72.4% |
| All | -21.5% | -11.9% | -9.5% | -39.2% |
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