+62.0%
CVE vs BLDR
-44.0%
+106.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +0.9% |
| 7D | +4.6% | -8.2% | +12.8% | +2.8% |
| 30D | -12.0% | +16.3% | -28.3% | -8.5% |
| 3M | -3.8% | -17.0% | +13.2% | -6.4% |
| 6M | -2.7% | -17.4% | +14.7% | -4.5% |
| YTD | +73.6% | -41.6% | +115.2% | +74.7% |
| 1Y | +62.0% | -43.5% | +105.5% | +63.2% |
| All | +62.0% | -44.0% | +106.0% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling