+77.2%
CME vs BLDR
+16.0%
+61.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -1.1% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | +5.5% | -16.2% | +21.7% | +5.3% |
| 3M | +11.0% | -14.4% | +25.4% | +10.7% |
| 6M | -9.7% | -32.8% | +23.1% | -9.7% |
| YTD | +4.9% | -39.2% | +44.0% | +4.9% |
| 1Y | +10.1% | -57.7% | +67.8% | +10.5% |
| 3Y | +53.5% | -55.3% | +108.8% | +52.4% |
| 5Y | +77.2% | +15.6% | +61.6% | +50.7% |
| All | +77.2% | +16.0% | +61.2% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling