+40.7%
CL vs BLDR
-50.7%
+91.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +3.2% | -3.0% | +6.2% | +3.4% |
| 30D | +8.0% | +20.1% | -12.1% | +6.9% |
| 3M | +7.9% | -17.5% | +25.4% | +8.8% |
| 6M | +14.7% | -16.1% | +30.8% | +15.4% |
| YTD | +29.2% | -41.0% | +70.2% | +32.0% |
| 1Y | +29.5% | -41.6% | +71.1% | +32.3% |
| 3Y | +40.7% | -50.8% | +91.5% | +48.9% |
| All | +40.7% | -50.7% | +91.4% | +48.9% |
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 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