+471.5%
CF vs ZBRA
+381.8%
+89.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | +10.4% | -1.5% | +11.9% | +10.6% |
| 30D | +7.6% | -15.6% | +23.2% | +11.2% |
| 3M | +5.2% | -14.5% | +19.7% | +8.2% |
| 6M | -0.1% | +50.9% | -51.0% | -10.9% |
| YTD | +61.7% | +34.8% | +26.8% | +46.2% |
| 1Y | +50.3% | +28.3% | +22.0% | +37.5% |
| 3Y | +66.0% | +58.8% | +7.2% | +34.8% |
| 5Y | +114.5% | -44.0% | +158.5% | +135.1% |
| 10Y | +471.5% | +389.6% | +81.9% | +239.0% |
| All | +471.5% | +381.8% | +89.7% | +239.0% |
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