+115.8%
CMS vs BLDR
+359.8%
-244.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.9% |
| 7D | +1.2% | -0.3% | +1.6% | +1.2% |
| 30D | -3.2% | -16.2% | +13.1% | -1.9% |
| 3M | -2.2% | -14.4% | +12.2% | -1.3% |
| 6M | -9.4% | -32.8% | +23.4% | -7.1% |
| YTD | +0.7% | -39.2% | +39.9% | +3.9% |
| 1Y | +0.4% | -57.7% | +58.0% | +6.4% |
| 3Y | +35.2% | -55.3% | +90.4% | +40.2% |
| 5Y | +24.1% | +15.6% | +8.5% | +15.6% |
| 10Y | +115.8% | +359.8% | -244.0% | +86.6% |
| All | +115.8% | +359.8% | -244.0% | +86.6% |
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