+4,100.0%
CMG vs BLDR
+207.3%
+3,892.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.8% |
| 7D | -1.5% | -0.3% | -1.1% | -1.5% |
| 30D | +12.7% | -16.2% | +28.9% | +16.0% |
| 3M | +26.3% | -14.4% | +40.7% | +28.6% |
| 6M | +4.5% | -32.8% | +37.3% | +10.6% |
| YTD | -0.1% | -39.2% | +39.1% | +7.3% |
| 1Y | -6.8% | -57.7% | +50.9% | +6.5% |
| 3Y | -5.0% | -55.3% | +50.3% | +4.4% |
| 5Y | -3.0% | +15.6% | -18.6% | -11.1% |
| 10Y | +323.6% | +359.8% | -36.3% | +191.4% |
| All | +4,100.0% | +207.3% | +3,892.7% | +2,416.5% |
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