+97.4%
CB vs ZBRA
-39.4%
+136.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.2% |
| 7D | -0.6% | +2.6% | -3.2% | -0.8% |
| 30D | -3.9% | -6.4% | +2.5% | -3.4% |
| 3M | +4.9% | +51.3% | -46.4% | +0.9% |
| 6M | +3.3% | +60.5% | -57.2% | -1.4% |
| YTD | +8.5% | +45.2% | -36.7% | +4.4% |
| 1Y | +22.1% | +12.3% | +9.7% | +20.1% |
| 3Y | +70.1% | +37.5% | +32.6% | +60.4% |
| 5Y | +97.4% | -39.2% | +136.6% | +116.2% |
| All | +97.4% | -39.4% | +136.8% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling