+89.9%
CVE vs BLDR
+1,926.5%
-1,836.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.9% |
| 7D | +2.5% | -2.8% | +5.4% | +3.1% |
| 30D | +16.7% | -13.3% | +30.0% | +20.2% |
| 3M | +9.3% | -12.3% | +21.5% | +10.5% |
| 6M | +43.6% | -31.5% | +75.1% | +52.2% |
| YTD | +93.6% | -36.1% | +129.6% | +107.5% |
| 1Y | +98.8% | -54.1% | +152.8% | +129.9% |
| 3Y | +73.6% | -55.8% | +129.4% | +93.3% |
| 5Y | +312.5% | +20.7% | +291.7% | +237.0% |
| 10Y | +161.0% | +390.2% | -229.2% | +47.8% |
| All | +89.9% | +1,926.5% | -1,836.6% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling