+61.8%
CME vs BLDR
-48.6%
+110.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.2% |
| 7D | +1.7% | -1.1% | +2.7% | +1.6% |
| 30D | +10.2% | +19.1% | -8.9% | +11.6% |
| 3M | +17.8% | -12.6% | +30.4% | +16.7% |
| 6M | +11.0% | -18.7% | +29.7% | +9.8% |
| YTD | +17.0% | -38.8% | +55.9% | +14.4% |
| 1Y | +15.8% | -41.2% | +57.0% | +13.0% |
| 3Y | +61.8% | -49.4% | +111.2% | +65.3% |
| All | +61.8% | -48.6% | +110.4% | +65.3% |
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