+150.2%
CMI vs BLDR
-58.1%
+208.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +0.2% |
| 7D | +0.8% | -8.1% | +8.9% | +3.0% |
| 30D | -12.8% | -21.5% | +8.7% | -7.4% |
| 3M | -12.4% | -21.0% | +8.5% | -7.9% |
| 6M | -0.9% | -37.1% | +36.2% | +10.3% |
| YTD | +8.9% | -42.7% | +51.5% | +23.7% |
| 1Y | +37.7% | -58.0% | +95.7% | +69.3% |
| All | +150.2% | -58.1% | +208.3% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling