-13.3%
CLF vs BLDR
-53.1%
+39.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.9% |
| 7D | +7.6% | -2.8% | +10.4% | +8.6% |
| 30D | -1.2% | -13.3% | +12.1% | +3.3% |
| 3M | -13.4% | -12.3% | -1.1% | -10.9% |
| 6M | +15.4% | -31.5% | +46.9% | +29.4% |
| YTD | -5.9% | -36.1% | +30.2% | +8.5% |
| 1Y | +18.8% | -54.1% | +72.9% | +53.6% |
| All | -13.3% | -53.1% | +39.8% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling