+607.3%
CEG vs ZBRA
-33.5%
+640.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +0.3% | -3.8% | +4.1% | +1.4% |
| 30D | +2.9% | -10.2% | +13.1% | +5.9% |
| 3M | +18.2% | +58.7% | -40.5% | +0.8% |
| 6M | -9.5% | +61.9% | -71.4% | -24.1% |
| YTD | -18.7% | +41.7% | -60.4% | -29.3% |
| 1Y | -10.1% | +12.4% | -22.5% | -15.7% |
| 3Y | +168.3% | +34.2% | +134.2% | +136.3% |
| All | +607.3% | -33.5% | +640.9% | +636.8% |
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