+260.5%
CP vs BLDR
+479.0%
-218.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +2.1% | -3.0% | +5.1% | +2.8% |
| 30D | +9.3% | +20.1% | -10.8% | +4.3% |
| 3M | +0.5% | -17.5% | +18.0% | +4.2% |
| 6M | +10.4% | -16.1% | +26.5% | +12.9% |
| YTD | +28.7% | -41.0% | +69.7% | +41.6% |
| 1Y | +33.2% | -41.6% | +74.8% | +46.6% |
| 3Y | +38.4% | -50.8% | +89.3% | +52.4% |
| 5Y | +26.2% | -10.8% | +37.0% | +14.5% |
| All | +260.5% | +479.0% | -218.5% | +95.0% |
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