+756.9%
CMS vs BLDR
+389.2%
+367.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | -2.1% | -13.7% | +11.7% | -1.1% |
| 6M | -5.1% | -21.9% | +16.8% | -3.7% |
| YTD | +1.3% | -39.2% | +40.5% | +4.4% |
| 1Y | -1.4% | -42.6% | +41.3% | +2.0% |
| 3Y | +36.9% | -50.2% | +87.1% | +41.0% |
| 5Y | +32.5% | -7.0% | +39.5% | +27.4% |
| 10Y | +126.8% | +584.2% | -457.5% | +76.8% |
| All | +756.9% | +389.2% | +367.7% | +415.9% |
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