+407.4%
COR vs BLDR
+357.1%
+50.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -3.9% | -2.7% | -1.2% | -3.6% |
| 30D | -0.3% | -14.7% | +14.4% | +1.4% |
| 3M | +15.9% | -20.8% | +36.7% | +18.4% |
| 6M | -10.3% | -35.3% | +25.1% | -6.4% |
| YTD | -3.7% | -40.3% | +36.6% | +0.9% |
| 1Y | +9.1% | -56.3% | +65.4% | +18.8% |
| 3Y | +86.6% | -56.1% | +142.7% | +94.7% |
| 5Y | +180.9% | +12.9% | +168.0% | +135.4% |
| 10Y | +407.4% | +386.5% | +21.0% | +184.4% |
| All | +407.4% | +357.1% | +50.3% | +184.4% |
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