+42.7%
CI vs ZBRA
-40.4%
+83.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.9% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | +0.5% | -8.8% | +9.3% | +0.9% |
| 3M | -5.2% | +47.2% | -52.4% | -7.4% |
| 6M | +4.3% | +61.3% | -57.0% | +1.1% |
| YTD | +2.8% | +42.0% | -39.2% | +0.2% |
| 1Y | -5.8% | +10.5% | -16.3% | -6.8% |
| 3Y | +4.7% | +34.5% | -29.8% | +0.4% |
| 5Y | +42.7% | -40.3% | +83.0% | +48.9% |
| All | +42.7% | -40.4% | +83.1% | +48.9% |
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 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