+135.5%
CVE vs BLDR
-8.6%
+144.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | -16.1% | -3.7% | -12.5% | -16.0% |
| 30D | -10.4% | +16.8% | -27.2% | -12.3% |
| 3M | -2.4% | -13.7% | +11.4% | -1.2% |
| 6M | -4.4% | -21.9% | +17.4% | -2.9% |
| YTD | +64.9% | -39.2% | +104.2% | +73.9% |
| 1Y | +66.0% | -42.6% | +108.7% | +76.8% |
| 3Y | +57.7% | -50.2% | +107.9% | +65.5% |
| All | +135.5% | -8.6% | +144.2% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling