+838.1%
CLS vs ZBRA
+58.5%
+779.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.4% |
| 7D | +16.3% | +0.6% | +15.7% | +15.8% |
| 30D | -25.7% | -14.0% | -11.6% | -19.6% |
| 3M | -30.9% | -14.7% | -16.2% | -25.0% |
| 6M | -35.5% | +31.3% | -66.8% | -45.4% |
| YTD | -18.7% | +33.4% | -52.1% | -34.3% |
| 1Y | -17.9% | +34.1% | -52.0% | -33.7% |
| 3Y | +838.1% | +59.9% | +778.2% | +618.9% |
| All | +838.1% | +58.5% | +779.6% | +618.9% |
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 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