+28.1%
CL vs ZBRA
-39.4%
+67.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | -1.4% | +2.6% | -3.9% | -1.4% |
| 30D | -5.2% | -6.4% | +1.2% | -5.0% |
| 3M | +3.3% | +51.3% | -48.0% | +1.9% |
| 6M | -4.4% | +60.5% | -64.9% | -5.9% |
| YTD | +13.9% | +45.2% | -31.3% | +12.3% |
| 1Y | +7.6% | +12.3% | -4.7% | +6.9% |
| 3Y | +29.6% | +37.5% | -7.9% | +25.9% |
| 5Y | +28.1% | -39.2% | +67.2% | +28.9% |
| All | +28.1% | -39.4% | +67.5% | +28.9% |
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