+394.0%
CAH vs ZBRA
-40.4%
+434.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.7% |
| 7D | -5.1% | -3.4% | -1.7% | -5.0% |
| 30D | +0.2% | -7.4% | +7.6% | +0.4% |
| 3M | +6.3% | +57.5% | -51.2% | +4.5% |
| 6M | +9.4% | +64.0% | -54.6% | +7.3% |
| YTD | +15.0% | +44.3% | -29.3% | +13.1% |
| 1Y | +55.4% | +10.9% | +44.6% | +55.2% |
| 3Y | +173.8% | +37.5% | +136.3% | +166.5% |
| All | +394.0% | -40.4% | +434.4% | +418.7% |
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