-35.3%
CMCSA vs BLDR
-56.4%
+21.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.4% |
| 7D | -8.3% | -2.7% | -5.6% | -8.0% |
| 30D | -2.4% | -14.7% | +12.3% | -0.5% |
| 3M | +4.5% | -20.8% | +25.3% | +7.2% |
| 6M | -18.8% | -35.3% | +16.6% | -14.7% |
| YTD | -8.9% | -40.3% | +31.4% | -3.7% |
| 1Y | -18.3% | -56.3% | +38.0% | -10.3% |
| All | -35.3% | -56.4% | +21.1% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling