+140.2%
CMS vs BLDR
+479.0%
-338.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.6% |
| 7D | +1.7% | -3.0% | +4.7% | +2.0% |
| 30D | +6.2% | +20.1% | -13.9% | +4.5% |
| 3M | +0.6% | -17.5% | +18.1% | +1.9% |
| 6M | -1.8% | -16.1% | +14.3% | -1.0% |
| YTD | +3.8% | -41.0% | +44.9% | +7.2% |
| 1Y | -1.8% | -41.6% | +39.8% | +1.4% |
| 3Y | +39.8% | -50.8% | +90.6% | +43.6% |
| 5Y | +37.1% | -10.8% | +47.9% | +30.6% |
| All | +140.2% | +479.0% | -338.8% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling