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  • CLS vs BLDR✓SelectedUSD · BLDRCLS vs BLDR performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
BLDR return
+357.1%
Excess return
+2,681.2%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D+1.1%-1.9%+3.0%+1.7%
7D+20.1%-2.7%+22.8%+21.0%
30D+6.0%-14.7%+20.8%+11.0%
3M-10.3%-20.8%+10.5%-4.7%
6M+24.5%-35.3%+59.8%+40.4%
YTD+12.9%-40.3%+53.2%+29.4%
1Y+36.7%-56.3%+93.0%+72.1%
3Y+1,328.1%-56.1%+1,384.2%+1,613.6%
5Y+3,682.3%+12.9%+3,669.4%+3,055.4%
10Y+3,038.3%+386.5%+2,651.8%+1,554.0%
All+3,038.3%+357.1%+2,681.2%+1,554.0%

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