+1,339.5%
CRS vs BLDR
+372.1%
+967.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -0.5% |
| 7D | -4.1% | -8.1% | +4.0% | -0.5% |
| 30D | -16.6% | -21.5% | +4.9% | -7.6% |
| 3M | -14.3% | -21.0% | +6.7% | -6.6% |
| 6M | +11.6% | -37.1% | +48.6% | +33.9% |
| YTD | +42.6% | -42.7% | +85.3% | +75.5% |
| 1Y | +81.8% | -58.0% | +139.8% | +155.3% |
| 3Y | +632.1% | -57.8% | +689.9% | +833.1% |
| 5Y | +1,401.6% | +10.3% | +1,391.4% | +987.5% |
| All | +1,339.5% | +372.1% | +967.3% | +361.8% |
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