+539.2%
CL vs BLDR
+387.6%
+151.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.8% | -10.3% | +9.5% | -0.1% |
| 30D | +9.5% | +19.6% | -10.0% | +8.3% |
| 3M | +6.8% | -17.0% | +23.8% | +7.8% |
| 6M | +14.3% | -16.7% | +31.0% | +15.1% |
| YTD | +27.0% | -39.4% | +66.4% | +30.0% |
| 1Y | +26.3% | -41.7% | +68.0% | +29.5% |
| 3Y | +39.3% | -49.9% | +89.1% | +42.4% |
| 5Y | +41.5% | -7.6% | +49.1% | +37.7% |
| 10Y | +84.1% | +502.3% | -418.2% | +55.7% |
| All | +539.2% | +387.6% | +151.6% | +360.7% |
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