+492.2%
COR vs BLDR
+479.0%
+13.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.8% |
| 7D | +7.8% | -3.0% | +10.8% | +8.2% |
| 30D | +7.0% | +20.1% | -13.1% | +4.6% |
| 3M | +16.3% | -17.5% | +33.8% | +18.4% |
| 6M | +41.3% | -16.1% | +57.4% | +42.8% |
| YTD | +7.1% | -41.0% | +48.2% | +12.1% |
| 1Y | -0.8% | -41.6% | +40.8% | +3.7% |
| 3Y | +85.0% | -50.8% | +135.8% | +89.1% |
| 5Y | +203.9% | -10.8% | +214.6% | +166.9% |
| All | +492.2% | +479.0% | +13.2% | +244.6% |
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