+574.3%
CF vs ZBRA
+411.1%
+163.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.4% |
| 7D | -0.9% | +2.6% | -3.5% | -1.5% |
| 30D | +18.1% | -6.4% | +24.4% | +19.7% |
| 3M | +23.4% | +51.3% | -27.9% | +10.7% |
| 6M | +17.1% | +60.5% | -43.4% | +2.7% |
| YTD | +76.2% | +45.2% | +31.0% | +57.2% |
| 1Y | +62.3% | +12.3% | +49.9% | +53.7% |
| 3Y | +71.8% | +37.5% | +34.3% | +46.5% |
| 5Y | +234.6% | -39.2% | +273.7% | +259.5% |
| 10Y | +574.3% | +417.0% | +157.3% | +241.7% |
| All | +574.3% | +411.1% | +163.2% | +241.7% |
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