+223.2%
CP vs BLDR
+359.8%
-136.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.6% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | -0.5% | -16.2% | +15.7% | +3.4% |
| 3M | +1.4% | -14.4% | +15.8% | +4.1% |
| 6M | +10.3% | -32.8% | +43.1% | +19.1% |
| YTD | +24.3% | -39.2% | +63.5% | +36.6% |
| 1Y | +20.4% | -57.7% | +78.1% | +43.5% |
| 3Y | +21.8% | -55.3% | +77.0% | +37.5% |
| 5Y | +31.5% | +15.6% | +15.9% | +12.5% |
| 10Y | +223.2% | +359.8% | -136.6% | +91.7% |
| All | +223.2% | +359.8% | -136.6% | +91.7% |
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