+45.0%
CG vs ZBRA
+58.5%
-13.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.1% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | +11.2% | -14.0% | +25.2% | +19.4% |
| 3M | -22.1% | -14.7% | -7.4% | -16.2% |
| 6M | -17.9% | +31.3% | -49.2% | -32.2% |
| YTD | -31.3% | +33.4% | -64.7% | -44.4% |
| 1Y | -24.0% | +34.1% | -58.1% | -38.7% |
| 3Y | +45.0% | +59.9% | -14.9% | +1.1% |
| All | +45.0% | +58.5% | -13.5% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling