+414.1%
CARR vs ZBRA
+89.2%
+324.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -4.1% | -3.8% | -0.4% | -2.7% |
| 30D | -11.0% | -10.2% | -0.8% | -7.2% |
| 3M | -16.4% | +58.7% | -75.1% | -32.3% |
| 6M | -2.4% | +61.9% | -64.3% | -22.2% |
| YTD | +8.4% | +41.7% | -33.2% | -9.7% |
| 1Y | -8.0% | +12.4% | -20.3% | -16.0% |
| 3Y | +0.6% | +34.2% | -33.6% | -18.3% |
| 5Y | +7.7% | -40.8% | +48.5% | +25.7% |
| All | +414.1% | +89.2% | +324.9% | +171.1% |
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 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