+322.0%
CMG vs BLDR
+383.3%
-61.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -2.1% | -8.2% | +6.2% | 0.0% |
| 30D | +10.9% | -16.6% | +27.5% | +15.9% |
| 3M | +15.8% | -23.2% | +39.0% | +22.3% |
| 6M | +6.9% | -33.7% | +40.7% | +16.6% |
| YTD | -2.2% | -41.3% | +39.2% | +9.6% |
| 1Y | -7.1% | -58.8% | +51.7% | +13.9% |
| 3Y | -7.1% | -57.5% | +50.3% | +7.0% |
| 5Y | -4.8% | +12.9% | -17.7% | -19.8% |
| All | +322.0% | +383.3% | -61.3% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling