-50.1%
CCI vs ZBRA
-40.9%
-9.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -4.4% | -3.8% | -0.6% | -3.8% |
| 30D | +0.3% | -10.2% | +10.5% | +1.9% |
| 3M | -20.0% | +58.7% | -78.7% | -26.2% |
| 6M | -14.5% | +61.9% | -76.4% | -22.0% |
| YTD | -14.9% | +41.7% | -56.5% | -20.7% |
| 1Y | -17.7% | +12.4% | -30.0% | -20.3% |
| 3Y | -12.4% | +34.2% | -46.5% | -22.7% |
| 5Y | -50.1% | -40.8% | -9.4% | -47.9% |
| All | -50.1% | -40.9% | -9.2% | -47.9% |
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