+3,672.3%
CL vs ZBRA
+9,227.6%
-5,555.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.6% |
| 7D | -2.2% | +1.8% | -3.9% | -2.3% |
| 30D | -4.8% | -1.7% | -3.1% | -4.7% |
| 3M | +4.9% | +47.8% | -42.9% | +0.8% |
| 6M | -5.7% | +56.7% | -62.5% | -10.0% |
| YTD | +14.4% | +49.4% | -35.0% | +9.4% |
| 1Y | +8.7% | +16.5% | -7.8% | +6.1% |
| 3Y | +30.0% | +31.5% | -1.5% | +23.3% |
| 5Y | +28.4% | -38.6% | +66.9% | +29.1% |
| 10Y | +50.1% | +421.0% | -370.9% | +19.5% |
| All | +3,672.3% | +9,227.6% | -5,555.3% | +2,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling