+2,953.7%
CLS vs ZBRA
+425.5%
+2,528.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +5.0% | -3.8% | +8.7% | +6.6% |
| 30D | +4.8% | -10.2% | +15.0% | +9.8% |
| 3M | -10.4% | +58.7% | -69.1% | -28.0% |
| 6M | +20.8% | +61.9% | -41.1% | -4.0% |
| YTD | +10.0% | +41.7% | -31.7% | -9.2% |
| 1Y | +28.5% | +12.4% | +16.2% | +17.0% |
| 3Y | +1,292.2% | +34.2% | +1,258.0% | +1,075.1% |
| 5Y | +3,616.8% | -40.8% | +3,657.6% | +4,083.4% |
| All | +2,953.7% | +425.5% | +2,528.2% | +1,700.3% |
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