+593.0%
CEG vs ZBRA
-37.4%
+630.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +12.1% | +0.6% | +11.5% | +11.9% |
| 30D | +0.2% | -14.0% | +14.3% | +4.3% |
| 3M | +0.7% | -14.7% | +15.4% | +5.0% |
| 6M | +2.2% | +31.3% | -29.1% | -7.9% |
| YTD | -20.3% | +33.4% | -53.8% | -29.6% |
| 1Y | -16.1% | +34.1% | -50.2% | -26.0% |
| 3Y | +134.7% | +59.9% | +74.8% | +97.9% |
| All | +593.0% | -37.4% | +630.5% | +633.2% |
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