+5.1%
CLF vs BLDR
+414.6%
-409.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.0% |
| 7D | +7.6% | -2.8% | +10.4% | +8.5% |
| 30D | -1.2% | -13.3% | +12.1% | +3.1% |
| 3M | -13.4% | -12.3% | -1.1% | -11.0% |
| 6M | +15.4% | -31.5% | +46.9% | +28.3% |
| YTD | -5.9% | -36.1% | +30.2% | +6.9% |
| 1Y | +18.8% | -54.1% | +72.9% | +50.2% |
| 3Y | -19.4% | -55.8% | +36.4% | -1.4% |
| 5Y | -47.7% | +20.7% | -68.5% | -55.5% |
| 10Y | +130.4% | +390.2% | -259.9% | +17.6% |
| All | +5.1% | +414.6% | -409.6% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling