-58.4%
BLDR vs ZCMD
-100.0%
+41.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.9% |
| 7D | -8.1% | -2.0% | -6.1% | -8.1% |
| 30D | -21.5% | -19.8% | -1.7% | -21.3% |
| 3M | -21.0% | -62.1% | +41.1% | -21.4% |
| 6M | -37.1% | -99.5% | +62.4% | -32.6% |
| YTD | -42.7% | -99.7% | +57.1% | -37.8% |
| 1Y | -58.0% | -99.9% | +41.9% | -53.8% |
| All | -58.4% | -100.0% | +41.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 3y: compounded portfolio wealth divided by compounded ZCMD 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…
3y analysis · Full analysis span regression · 6 months rolling