+3,682.3%
CLS vs ZBRA
-40.4%
+3,722.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | +20.1% | -1.8% | +21.9% | +21.1% |
| 30D | +6.0% | -8.8% | +14.8% | +10.6% |
| 3M | -10.3% | +47.2% | -57.5% | -26.9% |
| 6M | +24.5% | +61.3% | -36.8% | -3.0% |
| YTD | +12.9% | +42.0% | -29.2% | -8.7% |
| 1Y | +36.7% | +10.5% | +26.2% | +24.6% |
| 3Y | +1,328.1% | +34.5% | +1,293.6% | +1,091.4% |
| 5Y | +3,682.3% | -40.3% | +3,722.6% | +4,689.0% |
| All | +3,682.3% | -40.4% | +3,722.7% | +4,689.0% |
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