-56.7%
BLDR vs CHD
+1.8%
-58.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -2.7% | -4.2% | +1.5% | -1.0% |
| 30D | -14.7% | -7.6% | -7.1% | -12.0% |
| 3M | -20.8% | -1.6% | -19.2% | -20.2% |
| 6M | -35.3% | -6.3% | -29.0% | -33.9% |
| YTD | -40.3% | +14.6% | -54.9% | -42.6% |
| 1Y | -56.3% | +1.6% | -57.9% | -56.9% |
| All | -56.7% | +1.8% | -58.5% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling