+62.8%
CVE vs BLDR
+1,917.6%
-1,854.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.8% | +3.0% | -1.4% |
| 7D | -14.1% | +3.9% | -17.9% | -15.2% |
| 30D | -11.6% | +16.5% | -28.1% | -15.6% |
| 3M | 0.0% | -13.7% | +13.7% | +1.9% |
| 6M | -8.4% | -12.2% | +3.8% | -9.0% |
| YTD | +65.9% | -36.3% | +102.2% | +76.0% |
| 1Y | +69.4% | -41.3% | +110.7% | +82.7% |
| 3Y | +55.9% | -48.3% | +104.3% | +65.9% |
| 5Y | +146.2% | -2.6% | +148.7% | +110.6% |
| 10Y | +140.6% | +616.6% | -476.0% | +25.9% |
| All | +62.8% | +1,917.6% | -1,854.8% | -43.6% |
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 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