+37.4%
CMI vs BLDR
-57.4%
+94.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.7% |
| 7D | -0.7% | -8.2% | +7.5% | +1.2% |
| 30D | -12.4% | -16.6% | +4.2% | -8.8% |
| 3M | -14.8% | -23.2% | +8.4% | -9.9% |
| 6M | +0.8% | -33.7% | +34.5% | +10.1% |
| YTD | +10.2% | -41.3% | +51.5% | +24.5% |
| 1Y | +37.4% | -58.8% | +96.2% | +67.5% |
| All | +37.4% | -57.4% | +94.8% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling