+105.2%
CNH vs BLDR
+479.0%
-373.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +3.0% | -3.0% | +6.0% | +4.3% |
| 30D | -0.6% | +20.1% | -20.7% | -7.3% |
| 3M | +14.6% | -17.5% | +32.1% | +21.3% |
| 6M | +11.8% | -16.1% | +27.9% | +16.8% |
| YTD | +30.4% | -41.0% | +71.4% | +52.4% |
| 1Y | +19.1% | -41.6% | +60.7% | +39.3% |
| 3Y | +30.2% | -50.8% | +81.0% | +52.5% |
| 5Y | -17.8% | -10.8% | -7.1% | -26.8% |
| All | +105.2% | +479.0% | -373.8% | -10.2% |
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