+1,026.7%
CDNS vs ZBRA
+425.5%
+601.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -6.5% | -3.8% | -2.8% | -5.1% |
| 30D | -13.0% | -10.2% | -2.8% | -9.2% |
| 3M | -26.0% | +58.7% | -84.7% | -40.1% |
| 6M | -2.8% | +61.9% | -64.8% | -22.7% |
| YTD | -8.8% | +41.7% | -50.5% | -24.0% |
| 1Y | -15.8% | +12.4% | -28.2% | -23.0% |
| 3Y | +19.7% | +34.2% | -14.5% | -1.9% |
| 5Y | +70.8% | -40.8% | +111.5% | +91.8% |
| All | +1,026.7% | +425.5% | +601.2% | +585.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling