+112.0%
CF vs ZBRA
-47.4%
+159.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.2% | -10.9% | +7.7% | -2.5% |
| 30D | +4.3% | -16.6% | +20.9% | +5.5% |
| 3M | +2.8% | -11.6% | +14.4% | +3.5% |
| 6M | +0.6% | +40.2% | -39.5% | -2.8% |
| YTD | +56.6% | +32.6% | +24.0% | +51.6% |
| 1Y | +49.6% | +24.7% | +24.9% | +45.8% |
| 3Y | +61.5% | +56.3% | +5.2% | +49.3% |
| All | +112.0% | -47.4% | +159.4% | +143.2% |
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 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