+487.5%
CF vs ZBRA
+403.4%
+84.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.2% | -10.9% | +7.7% | -0.9% |
| 30D | +4.3% | -16.6% | +20.9% | +8.1% |
| 3M | +2.8% | -11.6% | +14.4% | +5.0% |
| 6M | +0.6% | +40.2% | -39.5% | -8.8% |
| YTD | +56.6% | +32.6% | +24.0% | +42.1% |
| 1Y | +49.6% | +24.7% | +24.9% | +37.7% |
| 3Y | +61.5% | +56.3% | +5.2% | +31.6% |
| 5Y | +124.0% | -47.0% | +171.0% | +149.9% |
| All | +487.5% | +403.4% | +84.1% | +256.2% |
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 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