+74.9%
CB vs ZBRA
+58.5%
+16.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +1.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.9% |
| 30D | +7.3% | -14.0% | +21.3% | +7.7% |
| 3M | +9.4% | -14.7% | +24.1% | +9.8% |
| 6M | +19.6% | +31.3% | -11.7% | +18.2% |
| YTD | +21.5% | +33.4% | -12.0% | +19.8% |
| 1Y | +28.0% | +34.1% | -6.1% | +26.1% |
| 3Y | +74.9% | +59.9% | +15.0% | +78.8% |
| All | +74.9% | +58.5% | +16.4% | +78.8% |
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