+350.2%
CG vs BLDR
+1,466.4%
-1,116.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.3% |
| 7D | -4.3% | -2.8% | -1.5% | -3.6% |
| 30D | -5.1% | -13.3% | +8.2% | -1.4% |
| 3M | +8.7% | -12.3% | +20.9% | +11.6% |
| 6M | -9.2% | -31.5% | +22.2% | -0.7% |
| YTD | -18.9% | -36.1% | +17.2% | -9.9% |
| 1Y | -25.6% | -54.1% | +28.4% | -10.0% |
| 3Y | +57.3% | -55.8% | +113.0% | +87.2% |
| 5Y | +10.2% | +20.7% | -10.6% | +0.1% |
| 10Y | +364.2% | +390.2% | -26.0% | +196.4% |
| All | +350.2% | +1,466.4% | -1,116.3% | +148.3% |
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 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