-45.9%
CHTR vs BLDR
+383.3%
-429.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.2% |
| 7D | -4.1% | -8.2% | +4.1% | -2.4% |
| 30D | -3.0% | -16.6% | +13.7% | +0.6% |
| 3M | +4.8% | -23.2% | +27.9% | +9.7% |
| 6M | -35.0% | -33.7% | -1.3% | -30.2% |
| YTD | -30.2% | -41.3% | +11.2% | -23.4% |
| 1Y | -44.8% | -58.8% | +14.0% | -35.2% |
| 3Y | -66.6% | -57.5% | -9.1% | -62.5% |
| 5Y | -81.5% | +12.9% | -94.4% | -83.5% |
| All | -45.9% | +383.3% | -429.2% | -64.5% |
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