+28.4%
CBOE vs ZBRA
+18.2%
+10.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | -3.6% | +1.8% | -5.4% | -3.5% |
| 30D | +5.1% | -1.7% | +6.8% | +5.0% |
| 3M | +4.6% | +47.8% | -43.2% | +7.7% |
| 6M | -0.3% | +56.7% | -57.0% | +3.0% |
| YTD | +19.8% | +49.4% | -29.6% | +23.5% |
| 1Y | +28.4% | +16.5% | +11.8% | +30.6% |
| All | +28.4% | +18.2% | +10.2% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling