+702.4%
CNC vs BLDR
+372.2%
+330.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | -0.9% | -8.2% | +7.3% | +0.2% |
| 30D | -1.0% | -16.6% | +15.7% | +1.3% |
| 3M | +4.5% | -23.2% | +27.7% | +7.5% |
| 6M | +85.2% | -33.7% | +119.0% | +93.2% |
| YTD | +61.4% | -41.3% | +102.7% | +70.6% |
| 1Y | +94.9% | -58.8% | +153.7% | +115.7% |
| 3Y | 0.0% | -57.5% | +57.5% | +7.3% |
| 5Y | +11.2% | +12.9% | -1.7% | +1.9% |
| 10Y | +98.7% | +378.4% | -279.7% | +41.4% |
| All | +702.4% | +372.2% | +330.2% | +382.7% |
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