-59.7%
CSGP vs BLDR
-47.3%
-12.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +1.0% |
| 7D | -1.8% | -2.7% | +0.9% | -1.3% |
| 30D | +5.3% | +24.8% | -19.5% | +0.2% |
| 3M | +3.3% | -11.7% | +15.0% | +5.3% |
| 6M | -4.7% | -14.8% | +10.1% | -3.1% |
| YTD | -53.5% | -35.9% | -17.7% | -50.2% |
| 1Y | -53.7% | -39.7% | -14.0% | -49.7% |
| 3Y | -59.7% | -45.6% | -14.2% | -60.3% |
| All | -59.7% | -47.3% | -12.4% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling