+529.9%
CL vs BLDR
+389.2%
+140.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.4% | -1.9% |
| 7D | +1.3% | -3.7% | +5.0% | +1.5% |
| 30D | +11.4% | +16.8% | -5.4% | +10.2% |
| 3M | +4.4% | -13.7% | +18.2% | +5.2% |
| 6M | +10.8% | -21.9% | +32.6% | +12.0% |
| YTD | +25.1% | -39.2% | +64.3% | +28.1% |
| 1Y | +28.0% | -42.6% | +70.6% | +31.4% |
| 3Y | +37.6% | -50.2% | +87.8% | +40.8% |
| 5Y | +39.7% | -7.0% | +46.7% | +35.9% |
| 10Y | +75.8% | +584.2% | -508.5% | +47.6% |
| All | +529.9% | +389.2% | +140.6% | +353.9% |
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