+70.1%
CVE vs BLDR
-47.3%
+117.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.4% |
| 7D | -10.1% | -2.7% | -7.3% | -10.0% |
| 30D | -12.1% | +24.8% | -36.9% | -12.9% |
| 3M | -1.9% | -11.7% | +9.8% | -1.2% |
| 6M | -1.8% | -14.8% | +12.9% | -1.3% |
| YTD | +65.8% | -35.9% | +101.7% | +73.3% |
| 1Y | +60.8% | -39.7% | +100.6% | +69.9% |
| 3Y | +70.1% | -45.6% | +115.7% | +74.6% |
| All | +70.1% | -47.3% | +117.4% | +74.6% |
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