+308.5%
CAG vs ZBRA
+8,767.1%
-8,458.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -6.6% | -1.8% | -4.8% | -6.5% |
| 30D | +2.3% | -8.8% | +11.1% | +3.0% |
| 3M | +16.3% | +47.2% | -30.9% | +12.4% |
| 6M | -16.0% | +61.3% | -77.3% | -19.5% |
| YTD | -7.7% | +42.0% | -49.7% | -10.8% |
| 1Y | -16.0% | +10.5% | -26.5% | -17.4% |
| 3Y | -37.7% | +34.5% | -72.2% | -40.5% |
| 5Y | -41.2% | -40.3% | -0.9% | -40.8% |
| 10Y | -33.8% | +421.5% | -455.3% | -45.1% |
| All | +308.5% | +8,767.1% | -8,458.5% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling