+628.9%
CHRW vs BLDR
+370.3%
+258.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.0% | +1.0% |
| 7D | +4.7% | -8.2% | +13.0% | +5.9% |
| 30D | -2.6% | +16.3% | -18.9% | -4.9% |
| 3M | -8.0% | -17.0% | +9.0% | -6.1% |
| 6M | -19.0% | -17.4% | -1.6% | -17.8% |
| YTD | -15.5% | -41.6% | +26.1% | -10.4% |
| 1Y | -10.8% | -43.5% | +32.7% | -5.1% |
| 3Y | +79.8% | -51.6% | +131.4% | +90.8% |
| 5Y | +59.3% | -11.6% | +70.9% | +52.4% |
| 10Y | +129.6% | +480.9% | -351.3% | +61.1% |
| All | +628.9% | +370.3% | +258.6% | +322.4% |
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