+218.9%
CTVA vs BLDR
+291.3%
-72.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.6% |
| 7D | -4.7% | -8.1% | +3.5% | -2.9% |
| 30D | +11.1% | -21.5% | +32.6% | +17.0% |
| 3M | +13.7% | -21.0% | +34.7% | +18.6% |
| 6M | +11.2% | -37.1% | +48.3% | +21.2% |
| YTD | +26.9% | -42.7% | +69.6% | +40.6% |
| 1Y | +18.8% | -58.0% | +76.8% | +41.2% |
| 3Y | +75.9% | -57.8% | +133.8% | +98.4% |
| 5Y | +105.2% | +10.3% | +94.9% | +62.2% |
| All | +218.9% | +291.3% | -72.4% | +43.7% |
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