+220.7%
CF vs ZBRA
-38.9%
+259.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | +6.0% | +1.8% | +4.2% | +5.9% |
| 30D | +14.8% | -1.7% | +16.5% | +14.9% |
| 3M | +14.1% | +47.8% | -33.7% | +10.3% |
| 6M | +28.5% | +56.7% | -28.2% | +23.5% |
| YTD | +74.9% | +49.4% | +25.6% | +68.4% |
| 1Y | +61.7% | +16.5% | +45.1% | +59.6% |
| 3Y | +80.3% | +31.5% | +48.9% | +72.0% |
| All | +220.7% | -38.9% | +259.6% | +263.9% |
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