+287.5%
CAH vs ZBRA
+435.2%
-147.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.9% |
| 7D | -5.1% | -3.4% | -1.7% | -4.6% |
| 30D | +0.2% | -7.4% | +7.6% | +1.3% |
| 3M | +6.3% | +57.5% | -51.2% | -1.6% |
| 6M | +9.4% | +64.0% | -54.6% | +0.1% |
| YTD | +15.0% | +44.3% | -29.3% | +6.7% |
| 1Y | +55.4% | +10.9% | +44.6% | +50.4% |
| 3Y | +173.8% | +37.5% | +136.3% | +145.0% |
| 5Y | +395.2% | -39.7% | +434.9% | +428.6% |
| All | +287.5% | +435.2% | -147.8% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling