+4,092.2%
CL vs ZBRA
+8,164.1%
-4,071.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +2.6% | -2.5% | +5.0% | +2.8% |
| 30D | +11.8% | -17.0% | +28.8% | +13.6% |
| 3M | +5.9% | -15.0% | +20.9% | +7.3% |
| 6M | +13.3% | +42.2% | -28.9% | +9.0% |
| YTD | +27.1% | +32.4% | -5.2% | +22.7% |
| 1Y | +28.0% | +23.3% | +4.7% | +24.3% |
| 3Y | +39.4% | +55.9% | -16.5% | +29.9% |
| 5Y | +40.8% | -44.8% | +85.5% | +42.9% |
| 10Y | +84.9% | +371.4% | -286.5% | +48.4% |
| All | +4,092.2% | +8,164.1% | -4,071.9% | +2,275.7% |
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 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