+20.2%
CLF vs BLDR
-38.1%
+58.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +9.3% | -18.5% | -11.0% |
| 7D | -7.9% | +24.4% | -32.3% | -12.6% |
| 30D | +5.2% | +24.9% | -19.7% | -0.5% |
| 3M | +4.3% | -7.8% | +12.1% | +8.1% |
| 6M | +25.3% | -5.8% | +31.0% | +26.7% |
| YTD | -3.3% | -32.5% | +29.1% | +16.0% |
| 1Y | +20.2% | -36.7% | +56.9% | +47.3% |
| All | +20.2% | -38.1% | +58.3% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling