+5.9%
CI vs BLDR
-53.1%
+58.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | +1.3% | -2.8% | +4.2% | +1.5% |
| 30D | +4.4% | -13.3% | +17.7% | +5.3% |
| 3M | +0.7% | -12.3% | +12.9% | +1.1% |
| 6M | +0.3% | -31.5% | +31.8% | +2.7% |
| YTD | +3.8% | -36.1% | +39.9% | +6.5% |
| 1Y | -5.5% | -54.1% | +48.6% | -0.8% |
| All | +5.9% | -53.1% | +58.9% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling