+282.5%
CHTR vs BLDR
+1,528.4%
-1,245.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.9% | -6.2% | -7.8% |
| 7D | -15.8% | -2.7% | -13.1% | -15.4% |
| 30D | -12.7% | -14.7% | +2.1% | -10.5% |
| 3M | -1.1% | -20.8% | +19.7% | +1.9% |
| 6M | -39.9% | -35.3% | -4.6% | -36.4% |
| YTD | -35.9% | -40.3% | +4.5% | -31.5% |
| 1Y | -49.2% | -56.3% | +7.1% | -43.3% |
| 3Y | -68.3% | -56.1% | -12.2% | -65.5% |
| 5Y | -83.0% | +12.9% | -95.9% | -84.0% |
| 10Y | -49.3% | +386.5% | -435.8% | -62.5% |
| All | +282.5% | +1,528.4% | -1,245.8% | +106.3% |
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