+377.3%
CSCO vs BLDR
+357.1%
+20.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | 0.0% | -2.7% | +2.7% | +0.4% |
| 30D | -10.7% | -14.7% | +4.0% | -8.6% |
| 3M | -8.7% | -20.8% | +12.1% | -5.9% |
| 6M | +44.9% | -35.3% | +80.3% | +53.9% |
| YTD | +44.1% | -40.3% | +84.5% | +54.5% |
| 1Y | +65.9% | -56.3% | +122.2% | +87.1% |
| 3Y | +109.0% | -56.1% | +165.1% | +126.2% |
| 5Y | +114.8% | +12.9% | +101.8% | +84.8% |
| 10Y | +377.3% | +386.5% | -9.1% | +198.5% |
| All | +377.3% | +357.1% | +20.2% | +198.5% |
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