+290.5%
CMCSA vs BLDR
+370.3%
-79.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.4% |
| 7D | -0.6% | -8.2% | +7.6% | +0.6% |
| 30D | +18.8% | +16.3% | +2.5% | +16.0% |
| 3M | -1.1% | -17.0% | +15.9% | +1.2% |
| 6M | +2.5% | -17.4% | +19.9% | +4.4% |
| YTD | -6.7% | -41.6% | +34.8% | -0.8% |
| 1Y | 0.0% | -43.5% | +43.5% | +6.7% |
| 3Y | -28.9% | -51.6% | +22.7% | -24.4% |
| 5Y | -41.1% | -11.6% | -29.6% | -44.0% |
| 10Y | +4.5% | +480.9% | -476.4% | -28.1% |
| All | +290.5% | +370.3% | -79.8% | +80.8% |
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