+44.1%
CSGP vs BLDR
+382.3%
-338.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.0% |
| 7D | -4.1% | -2.8% | -1.2% | -3.5% |
| 30D | +2.3% | -13.3% | +15.6% | +5.8% |
| 3M | -8.2% | -12.3% | +4.1% | -6.2% |
| 6M | -35.1% | -31.5% | -3.6% | -30.0% |
| YTD | -54.0% | -36.1% | -18.0% | -50.0% |
| 1Y | -65.3% | -54.1% | -11.2% | -59.2% |
| 3Y | -62.6% | -55.8% | -6.8% | -57.4% |
| 5Y | -64.8% | +20.7% | -85.6% | -69.6% |
| All | +44.1% | +382.3% | -338.2% | -7.1% |
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 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