+80.1%
CLF vs BLDR
+602.6%
-522.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.5% | +1.5% | +4.6% |
| 7D | -14.1% | -2.7% | -11.4% | -13.5% |
| 30D | -5.5% | +24.8% | -30.4% | -15.9% |
| 3M | 0.0% | -11.7% | +11.7% | +2.8% |
| 6M | +11.3% | -14.8% | +26.0% | +14.3% |
| YTD | -7.7% | -35.9% | +28.2% | +6.9% |
| 1Y | +17.5% | -39.7% | +57.3% | +39.4% |
| 3Y | -25.4% | -45.6% | +20.1% | -14.3% |
| 5Y | -46.0% | -2.5% | -43.4% | -56.3% |
| 10Y | +80.1% | +597.4% | -517.3% | -51.3% |
| All | +80.1% | +602.6% | -522.5% | -51.3% |
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 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