+4,518.6%
CMI vs BLDR
+380.2%
+4,138.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +0.7% | -2.7% | +3.4% | +1.3% |
| 30D | -12.3% | -14.7% | +2.4% | -9.3% |
| 3M | -16.8% | -20.8% | +4.0% | -13.1% |
| 6M | +1.5% | -35.3% | +36.9% | +10.5% |
| YTD | +9.8% | -40.3% | +50.1% | +21.2% |
| 1Y | +42.6% | -56.3% | +98.9% | +67.9% |
| 3Y | +151.0% | -56.1% | +207.1% | +186.2% |
| 5Y | +167.0% | +12.9% | +154.1% | +139.6% |
| 10Y | +512.2% | +386.5% | +125.7% | +266.4% |
| All | +4,518.6% | +380.2% | +4,138.4% | +1,657.7% |
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 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