+139.8%
CBOE vs ZBRA
-40.4%
+180.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.2% |
| 7D | -5.8% | -3.4% | -2.4% | -5.8% |
| 30D | -3.1% | -7.4% | +4.3% | -3.2% |
| 3M | -4.8% | +57.5% | -62.3% | -4.8% |
| 6M | -0.6% | +64.0% | -64.5% | -0.8% |
| YTD | +12.8% | +44.3% | -31.5% | +12.7% |
| 1Y | +19.8% | +10.9% | +8.9% | +20.1% |
| 3Y | +86.9% | +37.5% | +49.4% | +82.7% |
| All | +139.8% | -40.4% | +180.2% | +170.0% |
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 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