+1,100.2%
CME vs BLDR
+370.3%
+729.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.4% |
| 7D | +2.7% | -8.2% | +10.9% | +3.9% |
| 30D | +13.5% | +16.3% | -2.8% | +10.6% |
| 3M | +20.9% | -17.0% | +37.9% | +23.5% |
| 6M | +11.5% | -17.4% | +28.9% | +12.8% |
| YTD | +19.5% | -41.6% | +61.0% | +26.2% |
| 1Y | +17.2% | -43.5% | +60.7% | +24.2% |
| 3Y | +65.1% | -51.6% | +116.8% | +71.9% |
| 5Y | +73.1% | -11.6% | +84.7% | +57.3% |
| 10Y | +305.3% | +480.9% | -175.6% | +147.4% |
| All | +1,100.2% | +370.3% | +729.9% | +422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling