+36.9%
CMS vs BLDR
-50.4%
+87.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.8% |
| 7D | -1.3% | -3.7% | +2.3% | -1.1% |
| 30D | +6.3% | +16.8% | -10.5% | +5.3% |
| 3M | -2.1% | -13.7% | +11.7% | -1.5% |
| 6M | -5.1% | -21.9% | +16.8% | -4.2% |
| YTD | +1.3% | -39.2% | +40.5% | +3.2% |
| 1Y | -1.4% | -42.6% | +41.3% | +0.7% |
| 3Y | +36.9% | -50.2% | +87.1% | +30.5% |
| All | +36.9% | -50.4% | +87.4% | +30.5% |
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