+484.0%
BLDR vs CHD
+196.1%
+287.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -3.0% | +3.6% | -6.6% | -4.2% |
| 30D | +20.1% | +10.4% | +9.7% | +16.4% |
| 3M | -17.5% | +12.2% | -29.7% | -20.5% |
| 6M | -16.1% | +19.9% | -36.0% | -20.8% |
| YTD | -41.0% | +36.4% | -77.4% | -46.5% |
| 1Y | -41.6% | +35.1% | -76.7% | -46.9% |
| 3Y | -50.8% | +29.2% | -80.0% | -55.2% |
| 5Y | -10.8% | +33.4% | -44.2% | -20.7% |
| All | +484.0% | +196.1% | +287.9% | +328.4% |
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