+365.4%
BLDR vs CHD
+125.6%
+239.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.5% |
| 7D | -8.1% | -4.7% | -3.4% | -6.6% |
| 30D | -21.5% | -8.3% | -13.2% | -19.2% |
| 3M | -21.0% | -4.0% | -16.9% | -19.8% |
| 6M | -37.1% | -6.5% | -30.5% | -35.7% |
| YTD | -42.7% | +13.1% | -55.8% | -44.7% |
| 1Y | -58.0% | +2.3% | -60.3% | -58.2% |
| 3Y | -57.8% | +1.8% | -59.6% | -58.5% |
| 5Y | +10.3% | +20.6% | -10.3% | +2.3% |
| All | +365.4% | +125.6% | +239.8% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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