+45.7%
CNH vs BLDR
+976.7%
-931.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.7% | -10.3% | +17.0% | +9.9% |
| 30D | +7.2% | +19.6% | -12.4% | +1.7% |
| 3M | +17.5% | -17.0% | +34.5% | +22.5% |
| 6M | +15.0% | -16.7% | +31.7% | +19.3% |
| YTD | +36.8% | -39.4% | +76.2% | +53.4% |
| 1Y | +27.6% | -41.7% | +69.3% | +44.4% |
| 3Y | +34.3% | -49.9% | +84.2% | +52.6% |
| 5Y | -12.2% | -7.6% | -4.6% | -17.6% |
| 10Y | +113.9% | +502.3% | -388.5% | +31.2% |
| All | +45.7% | +976.7% | -931.0% | -14.4% |
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 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