+71.8%
CF vs ZBRA
+34.1%
+37.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.8% |
| 7D | -0.9% | +2.6% | -3.5% | -1.0% |
| 30D | +18.1% | -6.4% | +24.4% | +18.4% |
| 3M | +23.4% | +51.3% | -27.9% | +20.8% |
| 6M | +17.1% | +60.5% | -43.4% | +14.2% |
| YTD | +76.2% | +45.2% | +31.0% | +72.8% |
| 1Y | +62.3% | +12.3% | +49.9% | +63.0% |
| 3Y | +71.8% | +37.5% | +34.3% | +69.1% |
| All | +71.8% | +34.1% | +37.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling