+3.7%
CG vs ZBRA
-40.9%
+44.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.2% |
| 7D | -9.8% | -3.8% | -6.0% | -7.9% |
| 30D | -10.3% | -10.2% | -0.1% | -5.1% |
| 3M | -1.7% | +58.7% | -60.3% | -26.5% |
| 6M | -9.8% | +61.9% | -71.7% | -34.3% |
| YTD | -25.6% | +41.7% | -67.3% | -41.6% |
| 1Y | -32.5% | +12.4% | -44.9% | -39.9% |
| 3Y | +45.6% | +34.2% | +11.5% | +13.9% |
| 5Y | +3.7% | -40.8% | +44.4% | +37.5% |
| All | +3.7% | -40.9% | +44.6% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling