+953.4%
CME vs BLDR
+389.5%
+563.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.4% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | +5.5% | -16.2% | +21.7% | +8.1% |
| 3M | +11.0% | -14.4% | +25.4% | +12.4% |
| 6M | -9.7% | -32.8% | +23.1% | -5.7% |
| YTD | +4.9% | -39.2% | +44.0% | +10.7% |
| 1Y | +10.1% | -57.7% | +67.8% | +22.2% |
| 3Y | +53.5% | -55.3% | +108.8% | +62.1% |
| 5Y | +77.2% | +15.6% | +61.6% | +54.6% |
| 10Y | +282.1% | +359.8% | -77.7% | +143.3% |
| All | +953.4% | +389.5% | +563.9% | +358.0% |
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