+65.2%
CSGP vs BLDR
+568.9%
-503.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.5% | -0.2% | -3.6% |
| 7D | +1.3% | -3.7% | +4.9% | +2.1% |
| 30D | +10.7% | +16.8% | -6.1% | +6.5% |
| 3M | +3.3% | -13.7% | +17.0% | +6.7% |
| 6M | -10.3% | -21.9% | +11.5% | -6.2% |
| YTD | -54.6% | -39.2% | -15.3% | -50.0% |
| 1Y | -54.6% | -42.6% | -12.0% | -49.5% |
| 3Y | -60.3% | -50.2% | -10.1% | -56.1% |
| 5Y | -63.3% | -7.0% | -56.3% | -66.4% |
| All | +65.2% | +568.9% | -503.7% | -7.4% |
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