+9.1%
CME vs BLDR
-58.0%
+67.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -1.0% |
| 7D | -0.6% | -2.7% | +2.1% | -0.9% |
| 30D | +4.7% | -14.7% | +19.4% | +3.2% |
| 3M | +7.8% | -20.8% | +28.7% | +5.7% |
| 6M | -11.0% | -35.3% | +24.4% | -12.7% |
| YTD | +4.0% | -40.3% | +44.4% | +2.1% |
| 1Y | +9.1% | -56.3% | +65.4% | +5.4% |
| All | +9.1% | -58.0% | +67.1% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling