+421.5%
CARR vs ZBRA
+92.7%
+328.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.7% |
| 7D | -3.8% | -3.4% | -0.4% | -2.4% |
| 30D | -8.9% | -7.4% | -1.5% | -6.1% |
| 3M | -17.3% | +57.5% | -74.8% | -32.9% |
| 6M | -1.4% | +64.0% | -65.4% | -21.8% |
| YTD | +10.0% | +44.3% | -34.3% | -9.0% |
| 1Y | -6.4% | +10.9% | -17.2% | -13.8% |
| 3Y | +1.5% | +37.5% | -36.0% | -18.3% |
| 5Y | +9.3% | -39.7% | +49.0% | +26.6% |
| All | +421.5% | +92.7% | +328.8% | +173.1% |
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