+788.9%
CSCO vs BLDR
+414.6%
+374.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | -0.7% | -2.8% | +2.2% | -0.3% |
| 30D | -10.1% | -13.3% | +3.2% | -8.5% |
| 3M | -15.7% | -12.3% | -3.4% | -14.7% |
| 6M | +36.3% | -31.5% | +67.7% | +42.1% |
| YTD | +43.8% | -36.1% | +79.9% | +51.0% |
| 1Y | +63.9% | -54.1% | +118.0% | +79.6% |
| 3Y | +104.4% | -55.8% | +160.1% | +118.9% |
| 5Y | +111.4% | +20.7% | +90.6% | +91.6% |
| 10Y | +361.7% | +390.2% | -28.6% | +223.4% |
| All | +788.9% | +414.6% | +374.3% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling