+94.8%
CSCO vs BLDR
-6.1%
+100.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | 0.0% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | -17.1% | +19.1% | -36.2% | -19.0% |
| 3M | -19.6% | -12.6% | -7.0% | -18.6% |
| 6M | +2.4% | -18.7% | +21.1% | +4.2% |
| YTD | +29.8% | -38.8% | +68.6% | +36.6% |
| 1Y | +38.7% | -41.2% | +79.9% | +46.6% |
| 3Y | +101.3% | -49.4% | +150.7% | +107.2% |
| 5Y | +94.8% | -6.0% | +100.8% | +62.5% |
| All | +94.8% | -6.1% | +100.9% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling