+218.3%
CB vs ZBRA
+426.8%
-208.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | -3.1% | -8.8% | +5.7% | -1.7% |
| 3M | +4.2% | +47.2% | -43.1% | -2.8% |
| 6M | +4.7% | +61.3% | -56.6% | -4.2% |
| YTD | +8.8% | +42.0% | -33.2% | +1.3% |
| 1Y | +22.6% | +10.5% | +12.2% | +18.7% |
| 3Y | +70.6% | +34.5% | +36.1% | +53.9% |
| 5Y | +99.4% | -40.3% | +139.7% | +109.6% |
| All | +218.3% | +426.8% | -208.5% | +127.0% |
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