-3.1%
CMS vs BLDR
-39.9%
+36.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | +0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | +7.1% | +24.8% | -17.8% | +5.4% |
| 3M | -1.3% | -11.7% | +10.4% | -1.2% |
| 6M | -2.7% | -14.8% | +12.1% | -2.5% |
| YTD | +2.6% | -35.9% | +38.5% | +3.0% |
| All | -3.1% | -39.9% | +36.8% | -2.6% |
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 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