+110.9%
CF vs ZBRA
-45.5%
+156.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +4.7% | -14.0% | +18.7% | +5.7% |
| 3M | +7.4% | -14.7% | +22.1% | +8.4% |
| 6M | +0.6% | +31.3% | -30.7% | -2.2% |
| YTD | +64.1% | +33.4% | +30.7% | +58.8% |
| 1Y | +51.4% | +34.1% | +17.3% | +46.4% |
| 3Y | +67.8% | +59.9% | +7.9% | +54.8% |
| All | +110.9% | -45.5% | +156.4% | +140.0% |
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 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