+281.1%
CG vs ZBRA
+731.8%
-450.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +11.2% | -14.0% | +25.2% | +18.3% |
| 3M | -22.1% | -14.7% | -7.4% | -17.0% |
| 6M | -17.9% | +31.3% | -49.2% | -29.4% |
| YTD | -31.3% | +33.4% | -64.7% | -41.6% |
| 1Y | -24.0% | +34.1% | -58.1% | -35.6% |
| 3Y | +45.0% | +59.9% | -14.9% | +13.6% |
| 5Y | -22.6% | -45.3% | +22.6% | -10.8% |
| 10Y | +282.1% | +384.4% | -102.3% | +119.1% |
| All | +281.1% | +731.8% | -450.7% | +73.9% |
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