+1,101.6%
CME vs BLDR
+387.6%
+713.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +2.5% | -10.3% | +12.8% | +4.0% |
| 30D | +13.9% | +19.6% | -5.6% | +10.6% |
| 3M | +22.4% | -17.0% | +39.4% | +25.0% |
| 6M | +12.9% | -16.7% | +29.6% | +14.1% |
| YTD | +19.6% | -39.4% | +59.0% | +25.7% |
| 1Y | +17.7% | -41.7% | +59.4% | +24.1% |
| 3Y | +65.3% | -49.9% | +115.2% | +71.2% |
| 5Y | +75.1% | -7.6% | +82.7% | +58.1% |
| 10Y | +305.8% | +502.3% | -196.6% | +146.4% |
| All | +1,101.6% | +387.6% | +713.9% | +420.2% |
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