+305.2%
CG vs ZBRA
+435.2%
-130.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.6% |
| 7D | -9.9% | -3.4% | -6.4% | -8.3% |
| 30D | -11.7% | -7.4% | -4.3% | -8.4% |
| 3M | -4.3% | +57.5% | -61.8% | -25.5% |
| 6M | -8.8% | +64.0% | -72.7% | -31.2% |
| YTD | -26.9% | +44.3% | -71.2% | -41.3% |
| 1Y | -35.4% | +10.9% | -46.3% | -41.4% |
| 3Y | +43.0% | +37.5% | +5.5% | +15.3% |
| 5Y | +1.9% | -39.7% | +41.6% | +14.7% |
| All | +305.2% | +435.2% | -130.1% | +132.1% |
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