+160.7%
CNH vs BLDR
+357.1%
-196.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.9% |
| 7D | +1.8% | -2.7% | +4.5% | +2.8% |
| 30D | +32.6% | -14.7% | +47.3% | +39.6% |
| 3M | +29.4% | -20.8% | +50.3% | +39.3% |
| 6M | +26.0% | -35.3% | +61.3% | +44.5% |
| YTD | +52.2% | -40.3% | +92.5% | +78.3% |
| 1Y | +23.9% | -56.3% | +80.2% | +60.3% |
| 3Y | +10.1% | -56.1% | +66.2% | +34.5% |
| 5Y | +13.2% | +12.9% | +0.2% | -6.7% |
| 10Y | +160.7% | +386.5% | -225.8% | +20.4% |
| All | +160.7% | +357.1% | -196.5% | +20.4% |
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