-14.1%
CG vs ZBRA
+25.3%
-39.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.3% |
| 7D | +9.4% | -13.6% | +23.0% | +14.2% |
| 30D | +8.7% | -11.5% | +20.2% | +12.5% |
| 3M | -15.0% | -9.9% | -5.1% | -12.6% |
| 6M | -13.2% | +48.6% | -61.8% | -28.6% |
| YTD | -26.2% | +36.9% | -63.1% | -36.5% |
| 1Y | -14.1% | +27.7% | -41.8% | -23.2% |
| All | -14.1% | +25.3% | -39.4% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling