+86.5%
COR vs BLDR
-56.4%
+142.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.5% |
| 7D | -3.9% | -2.7% | -1.2% | -4.0% |
| 30D | -0.3% | -14.7% | +14.4% | -1.1% |
| 3M | +15.9% | -20.8% | +36.7% | +14.7% |
| 6M | -10.3% | -35.3% | +25.1% | -11.7% |
| YTD | -3.7% | -40.3% | +36.6% | -5.5% |
| 1Y | +9.1% | -56.3% | +65.4% | +5.7% |
| All | +86.5% | -56.4% | +142.9% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling