+1,980.9%
CLS vs ZBRA
-45.5%
+2,026.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.3% |
| 7D | +16.3% | +0.6% | +15.7% | +15.9% |
| 30D | -25.7% | -14.0% | -11.6% | -20.2% |
| 3M | -30.9% | -14.7% | -16.2% | -25.5% |
| 6M | -35.5% | +31.3% | -66.8% | -44.3% |
| YTD | -18.7% | +33.4% | -52.1% | -32.3% |
| 1Y | -17.9% | +34.1% | -52.0% | -31.7% |
| 3Y | +838.1% | +59.9% | +778.2% | +634.2% |
| All | +1,980.9% | -45.5% | +2,026.3% | +2,405.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling