+116.3%
CLF vs BLDR
+359.8%
-243.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | +0.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +0.2% | -16.2% | +16.5% | +7.6% |
| 3M | -3.1% | -14.4% | +11.3% | +1.2% |
| 6M | +25.0% | -32.8% | +57.8% | +44.8% |
| YTD | -7.5% | -39.2% | +31.7% | +11.9% |
| 1Y | +11.5% | -57.7% | +69.2% | +58.0% |
| 3Y | -13.7% | -55.3% | +41.6% | +10.3% |
| 5Y | -47.0% | +15.6% | -62.6% | -60.0% |
| 10Y | +116.3% | +359.8% | -243.5% | -22.3% |
| All | +116.3% | +359.8% | -243.5% | -22.3% |
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