+53.5%
CME vs BLDR
-54.9%
+108.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -1.4% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | +5.5% | -16.2% | +21.7% | +4.3% |
| 3M | +11.0% | -14.4% | +25.4% | +9.9% |
| 6M | -9.7% | -32.8% | +23.1% | -11.4% |
| YTD | +4.9% | -39.2% | +44.0% | +2.5% |
| 1Y | +10.1% | -57.7% | +67.8% | +5.4% |
| 3Y | +53.5% | -55.3% | +108.8% | +54.7% |
| All | +53.5% | -54.9% | +108.4% | +54.7% |
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