+217.2%
CVX vs BLDR
+372.1%
-154.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.3% |
| 7D | +0.7% | -8.1% | +8.8% | +2.3% |
| 30D | +9.1% | -21.5% | +30.6% | +14.2% |
| 3M | +13.1% | -21.0% | +34.0% | +16.8% |
| 6M | +16.3% | -37.1% | +53.3% | +24.8% |
| YTD | +43.5% | -42.7% | +86.2% | +56.5% |
| 1Y | +40.2% | -58.0% | +98.1% | +63.3% |
| 3Y | +44.2% | -57.8% | +102.1% | +59.3% |
| 5Y | +170.6% | +10.3% | +160.3% | +113.9% |
| All | +217.2% | +372.1% | -154.9% | +57.7% |
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 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