+1.5%
CARR vs ZBRA
+35.9%
-34.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | -3.8% | -3.4% | -0.4% | -2.6% |
| 30D | -8.9% | -7.4% | -1.5% | -6.6% |
| 3M | -17.3% | +57.5% | -74.8% | -31.1% |
| 6M | -1.4% | +64.0% | -65.4% | -19.5% |
| YTD | +10.0% | +44.3% | -34.3% | -6.8% |
| 1Y | -6.4% | +10.9% | -17.2% | -12.2% |
| 3Y | +1.5% | +37.5% | -36.0% | -14.8% |
| All | +1.5% | +35.9% | -34.4% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling