+17.1%
CDNS vs ZBRA
+33.4%
-16.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -6.5% | -3.8% | -2.8% | -5.3% |
| 30D | -13.0% | -10.2% | -2.8% | -9.8% |
| 3M | -26.0% | +58.7% | -84.7% | -38.6% |
| 6M | -2.8% | +61.9% | -64.8% | -20.4% |
| YTD | -8.8% | +41.7% | -50.5% | -22.2% |
| 1Y | -15.8% | +12.4% | -28.2% | -21.2% |
| All | +17.1% | +33.4% | -16.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling