+174.5%
CHRW vs BLDR
+357.1%
-182.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +4.1% | -2.7% | +6.8% | +4.5% |
| 30D | +1.9% | -14.7% | +16.6% | +4.3% |
| 3M | -21.2% | -20.8% | -0.3% | -18.7% |
| 6M | -16.7% | -35.3% | +18.7% | -11.6% |
| YTD | -5.4% | -40.3% | +35.0% | +1.5% |
| 1Y | +21.2% | -56.3% | +77.5% | +36.1% |
| 3Y | +86.5% | -56.1% | +142.6% | +102.6% |
| 5Y | +93.0% | +12.9% | +80.1% | +75.0% |
| 10Y | +174.5% | +386.5% | -211.9% | +88.0% |
| All | +174.5% | +357.1% | -182.6% | +88.0% |
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