+332.3%
CRS vs BLDR
-50.7%
+383.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | +4.8% | -3.0% | +7.7% | +5.6% |
| 30D | -23.2% | +20.1% | -43.3% | -27.5% |
| 3M | -45.5% | -17.5% | -28.0% | -43.1% |
| 6M | -33.1% | -16.1% | -17.0% | -31.0% |
| YTD | -7.2% | -41.0% | +33.8% | +3.9% |
| 1Y | -10.0% | -41.6% | +31.6% | +0.8% |
| 3Y | +332.3% | -50.8% | +383.1% | +373.6% |
| All | +332.3% | -50.7% | +383.0% | +373.6% |
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