+820.2%
CI vs BLDR
+389.2%
+431.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.9% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | +5.4% | +16.8% | -11.4% | +2.8% |
| 3M | +7.3% | -13.7% | +21.0% | +9.1% |
| 6M | +5.3% | -21.9% | +27.2% | +7.8% |
| YTD | +8.5% | -39.2% | +47.7% | +14.6% |
| 1Y | +17.1% | -42.6% | +59.8% | +24.6% |
| 3Y | +1.4% | -50.2% | +51.6% | +6.9% |
| 5Y | +50.5% | -7.0% | +57.5% | +40.0% |
| 10Y | +168.5% | +584.2% | -415.7% | +75.3% |
| All | +820.2% | +389.2% | +431.0% | +292.9% |
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