+53.4%
CL vs BLDR
+359.8%
-306.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | -1.4% | -0.3% | -1.0% | -1.4% |
| 30D | -5.2% | -16.2% | +11.0% | -4.0% |
| 3M | +3.3% | -14.4% | +17.7% | +4.2% |
| 6M | -4.4% | -32.8% | +28.4% | -1.9% |
| YTD | +13.9% | -39.2% | +53.1% | +17.6% |
| 1Y | +7.6% | -57.7% | +65.3% | +14.0% |
| 3Y | +29.6% | -55.3% | +84.8% | +34.3% |
| 5Y | +28.1% | +15.6% | +12.4% | +19.5% |
| 10Y | +53.4% | +359.8% | -306.4% | +33.0% |
| All | +53.4% | +359.8% | -306.4% | +33.0% |
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