+1,312.5%
CLS vs ZBRA
+34.1%
+1,278.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.5% | +7.1% |
| 7D | +12.8% | +2.6% | +10.2% | +11.2% |
| 30D | +3.8% | -6.4% | +10.2% | +7.2% |
| 3M | -14.6% | +51.3% | -65.9% | -32.7% |
| 6M | +32.2% | +60.5% | -28.3% | +0.7% |
| YTD | +11.6% | +45.2% | -33.6% | -12.8% |
| 1Y | +35.1% | +12.3% | +22.7% | +22.0% |
| 3Y | +1,312.5% | +37.5% | +1,275.0% | +1,117.5% |
| All | +1,312.5% | +34.1% | +1,278.5% | +1,117.5% |
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