+60.4%
CVS vs BLDR
+479.0%
-418.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +6.6% | -3.0% | +9.5% | +6.9% |
| 30D | -0.4% | +20.1% | -20.6% | -3.3% |
| 3M | -5.3% | -17.5% | +12.2% | -3.8% |
| 6M | -7.7% | -16.1% | +8.4% | -7.0% |
| YTD | +16.0% | -41.0% | +57.1% | +21.5% |
| 1Y | +16.2% | -41.6% | +57.8% | +21.7% |
| 3Y | +47.6% | -50.8% | +98.4% | +53.6% |
| 5Y | +12.3% | -10.8% | +23.1% | +3.7% |
| All | +60.4% | +479.0% | -418.6% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling