+280.6%
CME vs BLDR
+357.1%
-76.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -0.6% | -2.7% | +2.1% | -0.4% |
| 30D | +4.7% | -14.7% | +19.4% | +6.0% |
| 3M | +7.8% | -20.8% | +28.7% | +9.4% |
| 6M | -11.0% | -35.3% | +24.4% | -8.1% |
| YTD | +4.0% | -40.3% | +44.4% | +7.9% |
| 1Y | +9.1% | -56.3% | +65.4% | +16.7% |
| 3Y | +52.3% | -56.1% | +108.4% | +57.3% |
| 5Y | +76.1% | +12.9% | +63.2% | +51.2% |
| 10Y | +280.6% | +386.5% | -105.9% | +128.8% |
| All | +280.6% | +357.1% | -76.5% | +128.8% |
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 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