+362.4%
CFG vs ZBRA
+393.4%
-31.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.6% |
| 7D | +1.5% | +1.8% | -0.2% | +0.9% |
| 30D | -3.8% | -1.7% | -2.1% | -3.3% |
| 3M | +11.5% | +47.8% | -36.3% | -5.5% |
| 6M | +19.2% | +56.7% | -37.6% | -2.0% |
| YTD | +23.7% | +49.4% | -25.7% | +2.9% |
| 1Y | +38.8% | +16.5% | +22.3% | +26.1% |
| 3Y | +178.9% | +31.5% | +147.5% | +136.0% |
| 5Y | +101.8% | -38.6% | +140.4% | +114.9% |
| 10Y | +317.3% | +421.0% | -103.7% | +138.8% |
| All | +362.4% | +393.4% | -31.0% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling