+337.5%
COP vs BLDR
+372.1%
-34.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.3% |
| 7D | +1.0% | -8.1% | +9.1% | +3.0% |
| 30D | +9.6% | -21.5% | +31.0% | +15.8% |
| 3M | +15.0% | -21.0% | +36.0% | +19.5% |
| 6M | +21.8% | -37.1% | +58.8% | +32.5% |
| YTD | +49.6% | -42.7% | +92.3% | +65.9% |
| 1Y | +49.9% | -58.0% | +107.8% | +80.3% |
| 3Y | +22.6% | -57.8% | +80.5% | +37.8% |
| 5Y | +193.6% | +10.3% | +183.3% | +119.5% |
| All | +337.5% | +372.1% | -34.6% | +87.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling