-5.1%
CNH vs BLDR
-2.4%
-2.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +9.1% |
| 7D | +8.6% | -2.7% | +11.3% | +9.3% |
| 30D | +12.6% | +24.8% | -12.3% | +3.8% |
| 3M | +17.5% | -11.7% | +29.2% | +21.2% |
| 6M | +18.1% | -14.8% | +32.9% | +22.5% |
| YTD | +40.4% | -35.9% | +76.3% | +58.3% |
| 1Y | +34.0% | -39.7% | +73.7% | +53.8% |
| 3Y | +35.3% | -45.6% | +80.9% | +50.4% |
| 5Y | -5.1% | -2.5% | -2.6% | -24.4% |
| All | -5.1% | -2.4% | -2.7% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling