+80.4%
CLF vs BLDR
+473.7%
-393.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +1.0% |
| 7D | +16.0% | -8.2% | +24.2% | +20.1% |
| 30D | +1.6% | +16.3% | -14.6% | -6.9% |
| 3M | +6.7% | -17.0% | +23.7% | +12.6% |
| 6M | +21.1% | -17.4% | +38.5% | +25.7% |
| YTD | -1.6% | -41.6% | +40.0% | +18.4% |
| 1Y | +18.5% | -43.5% | +62.0% | +44.2% |
| 3Y | -21.0% | -51.6% | +30.6% | -4.5% |
| 5Y | -41.4% | -11.6% | -29.8% | -50.7% |
| All | +80.4% | +473.7% | -393.2% | -49.6% |
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