+304.1%
CFG vs ZBRA
+425.5%
-121.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.7% | -3.8% | +2.1% | -0.2% |
| 30D | -4.6% | -10.2% | +5.6% | -0.4% |
| 3M | +7.9% | +58.7% | -50.8% | -12.9% |
| 6M | +19.9% | +61.9% | -42.0% | -5.2% |
| YTD | +21.7% | +41.7% | -20.0% | +1.0% |
| 1Y | +38.4% | +12.4% | +26.1% | +26.0% |
| 3Y | +187.0% | +34.2% | +152.8% | +134.4% |
| 5Y | +99.5% | -40.8% | +140.3% | +119.7% |
| All | +304.1% | +425.5% | -121.4% | +105.9% |
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 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