-3.3%
CLX vs BLDR
+372.1%
-375.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | -5.9% | -8.1% | +2.3% | -5.2% |
| 30D | -17.0% | -21.5% | +4.4% | -15.5% |
| 3M | -9.6% | -21.0% | +11.4% | -8.1% |
| 6M | -21.5% | -37.1% | +15.5% | -19.1% |
| YTD | -8.8% | -42.7% | +33.9% | -5.6% |
| 1Y | -24.7% | -58.0% | +33.3% | -20.7% |
| 3Y | -35.6% | -57.8% | +22.2% | -33.1% |
| 5Y | -37.6% | +10.3% | -47.9% | -38.2% |
| All | -3.3% | +372.1% | -375.4% | -7.7% |
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