+26.7%
CP vs BLDR
-50.4%
+77.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.8% |
| 7D | +2.8% | -3.7% | +6.4% | +3.4% |
| 30D | +10.2% | +16.8% | -6.6% | +6.4% |
| 3M | +2.4% | -13.7% | +16.1% | +4.8% |
| 6M | +7.7% | -21.9% | +29.5% | +11.6% |
| YTD | +26.0% | -39.2% | +65.2% | +36.7% |
| 1Y | +34.6% | -42.6% | +77.3% | +47.7% |
| 3Y | +26.7% | -50.2% | +76.9% | +40.1% |
| All | +26.7% | -50.4% | +77.1% | +40.1% |
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