-5.0%
CMG vs BLDR
+7.7%
-12.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.2% |
| 7D | -3.8% | -8.1% | +4.3% | -1.9% |
| 30D | +12.9% | -21.5% | +34.4% | +19.5% |
| 3M | +18.8% | -21.0% | +39.7% | +24.2% |
| 6M | +4.1% | -37.1% | +41.1% | +14.8% |
| YTD | -2.4% | -42.7% | +40.3% | +9.9% |
| 1Y | -6.7% | -58.0% | +51.3% | +13.6% |
| 3Y | -7.1% | -57.8% | +50.7% | +5.6% |
| 5Y | -5.0% | +10.3% | -15.3% | -26.9% |
| All | -5.0% | +7.7% | -12.7% | -26.9% |
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