+57.3%
CL vs ZBRA
+407.5%
-350.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -2.3% | -1.8% | -0.5% | -2.2% |
| 30D | -5.5% | -8.8% | +3.3% | -4.8% |
| 3M | +0.8% | +47.2% | -46.4% | -2.8% |
| 6M | -4.2% | +61.3% | -65.5% | -8.6% |
| YTD | +13.4% | +42.0% | -28.6% | +9.2% |
| 1Y | +7.1% | +10.5% | -3.4% | +5.2% |
| 3Y | +29.0% | +34.5% | -5.5% | +21.6% |
| 5Y | +28.3% | -40.3% | +68.6% | +32.2% |
| 10Y | +57.3% | +421.5% | -364.2% | +25.7% |
| All | +57.3% | +407.5% | -350.2% | +25.7% |
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