-43.5%
CAG vs ZBRA
-40.4%
-3.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | -5.7% | -3.4% | -2.3% | -5.6% |
| 30D | -2.4% | -7.4% | +5.0% | -2.2% |
| 3M | +9.8% | +57.5% | -47.7% | +7.9% |
| 6M | -10.8% | +64.0% | -74.8% | -12.6% |
| YTD | -10.8% | +44.3% | -55.1% | -12.3% |
| 1Y | -19.0% | +10.9% | -29.8% | -19.6% |
| 3Y | -39.7% | +37.5% | -77.2% | -41.6% |
| All | -43.5% | -40.4% | -3.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling