-51.4%
CLF vs BLDR
-8.6%
-42.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.3% |
| 7D | -19.6% | -3.7% | -15.9% | -18.9% |
| 30D | -5.0% | +16.8% | -21.8% | -11.7% |
| 3M | -6.3% | -13.7% | +7.5% | -2.9% |
| 6M | +2.8% | -21.9% | +24.6% | +9.2% |
| YTD | -13.7% | -39.2% | +25.5% | +1.0% |
| 1Y | +13.6% | -42.6% | +56.2% | +35.6% |
| 3Y | -34.0% | -50.2% | +16.2% | -22.8% |
| All | -51.4% | -8.6% | -42.8% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling