+3,231.7%
CLS vs ZBRA
+1,878.6%
+1,353.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +4.6% | +1.8% | +2.8% | +3.7% |
| 30D | -13.9% | -1.7% | -12.2% | -13.2% |
| 3M | -26.6% | +47.8% | -74.3% | -39.2% |
| 6M | +15.4% | +56.7% | -41.3% | -7.3% |
| YTD | +5.7% | +49.4% | -43.7% | -15.1% |
| 1Y | +41.1% | +16.5% | +24.6% | +26.1% |
| 3Y | +1,228.6% | +31.5% | +1,197.1% | +1,020.1% |
| 5Y | +3,240.6% | -38.6% | +3,279.2% | +3,662.7% |
| 10Y | +2,760.3% | +421.0% | +2,339.4% | +1,026.3% |
| All | +3,231.7% | +1,878.6% | +1,353.2% | +484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling