+150.9%
CI vs ZBRA
+381.8%
-230.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.9% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +6.4% | -15.6% | +22.0% | +9.2% |
| 3M | +10.7% | -14.5% | +25.2% | +13.2% |
| 6M | +5.5% | +50.9% | -45.5% | -3.5% |
| YTD | +11.4% | +34.8% | -23.5% | +3.3% |
| 1Y | +15.0% | +28.3% | -13.3% | +7.6% |
| 3Y | +9.0% | +58.8% | -49.8% | -7.4% |
| 5Y | +52.0% | -44.0% | +96.0% | +64.3% |
| 10Y | +150.9% | +389.6% | -238.7% | +55.3% |
| All | +150.9% | +381.8% | -230.9% | +55.3% |
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