+700.8%
CHRW vs BLDR
+414.6%
+286.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | -3.5% | -13.3% | +9.8% | -1.7% |
| 3M | -19.4% | -12.3% | -7.1% | -18.4% |
| 6M | -21.4% | -31.5% | +10.1% | -17.9% |
| YTD | -7.1% | -36.1% | +28.9% | -2.3% |
| 1Y | +17.8% | -54.1% | +71.9% | +29.2% |
| 3Y | +78.8% | -55.8% | +134.5% | +92.3% |
| 5Y | +83.5% | +20.7% | +62.8% | +69.1% |
| 10Y | +160.2% | +390.2% | -230.0% | +87.0% |
| All | +700.8% | +414.6% | +286.1% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling