+39.7%
CL vs ZBRA
+57.4%
-17.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.4% |
| 7D | +0.5% | -9.5% | +10.1% | +0.5% |
| 30D | +11.6% | -15.6% | +27.2% | +11.6% |
| 3M | +5.6% | -13.2% | +18.8% | +5.6% |
| 6M | +13.2% | +44.5% | -31.4% | +13.6% |
| YTD | +26.9% | +34.5% | -7.6% | +27.2% |
| 1Y | +27.3% | +25.9% | +1.5% | +27.4% |
| 3Y | +39.7% | +61.3% | -21.6% | +37.8% |
| All | +39.7% | +57.4% | -17.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling