+60.0%
CSGP vs BLDR
+479.0%
-419.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.6% |
| 7D | +1.3% | -3.0% | +4.3% | +2.1% |
| 30D | +2.8% | +20.1% | -17.3% | -1.7% |
| 3M | -6.3% | -17.5% | +11.2% | -2.1% |
| 6M | -3.2% | -16.1% | +12.9% | -0.4% |
| YTD | -54.0% | -41.0% | -12.9% | -49.0% |
| 1Y | -54.8% | -41.6% | -13.2% | -49.9% |
| 3Y | -60.6% | -50.8% | -9.8% | -56.2% |
| 5Y | -62.6% | -10.8% | -51.9% | -65.5% |
| All | +60.0% | +479.0% | -419.0% | -10.9% |
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