+153.2%
BLDR vs ZCMD
-100.0%
+253.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -16.2% | -21.6% | +5.4% | -16.0% |
| 3M | -14.4% | -67.4% | +52.9% | -14.9% |
| 6M | -32.8% | -99.4% | +66.6% | -28.1% |
| YTD | -39.2% | -99.7% | +60.6% | -33.8% |
| 1Y | -57.7% | -99.9% | +42.2% | -53.2% |
| 3Y | -55.3% | -100.0% | +44.7% | -49.3% |
| 5Y | +15.6% | -100.0% | +115.6% | +31.4% |
| All | +153.2% | -100.0% | +253.2% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling