+146.9%
CVE vs BLDR
+473.7%
-326.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.7% |
| 7D | +4.6% | -8.2% | +12.8% | +7.1% |
| 30D | -12.0% | +16.3% | -28.3% | -17.1% |
| 3M | -3.8% | -17.0% | +13.2% | -0.3% |
| 6M | -2.7% | -17.4% | +14.7% | -2.0% |
| YTD | +73.6% | -41.6% | +115.2% | +92.0% |
| 1Y | +62.0% | -43.5% | +105.5% | +80.4% |
| 3Y | +72.7% | -51.6% | +124.4% | +87.0% |
| 5Y | +153.9% | -11.6% | +165.5% | +93.7% |
| All | +146.9% | +473.7% | -326.7% | -9.1% |
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