+6.1%
CMCSA vs BLDR
+383.3%
-377.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -4.9% | -8.2% | +3.4% | -3.4% |
| 30D | -1.1% | -16.6% | +15.6% | +2.1% |
| 3M | +6.6% | -23.2% | +29.7% | +11.0% |
| 6M | -15.5% | -33.7% | +18.3% | -10.1% |
| YTD | -6.7% | -41.3% | +34.7% | +1.1% |
| 1Y | -15.6% | -58.8% | +43.2% | -2.7% |
| 3Y | -33.7% | -57.5% | +23.8% | -27.0% |
| 5Y | -46.6% | +12.9% | -59.5% | -53.3% |
| All | +6.1% | +383.3% | -377.3% | -33.5% |
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