+389.2%
BLDR vs CHD
+1,327.5%
-938.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -2.8% | -2.7% | -0.2% | -1.2% |
| 30D | -13.3% | -4.6% | -8.7% | -10.8% |
| 3M | -12.3% | +5.0% | -17.3% | -15.0% |
| 6M | -31.5% | -3.2% | -28.2% | -30.2% |
| YTD | -36.1% | +18.6% | -54.7% | -42.7% |
| 1Y | -54.1% | +4.8% | -58.9% | -55.6% |
| 3Y | -55.8% | +6.1% | -61.9% | -59.0% |
| 5Y | +20.7% | +24.0% | -3.2% | -2.2% |
| 10Y | +390.2% | +124.5% | +265.8% | +116.1% |
| All | +389.2% | +1,327.5% | -938.3% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling