+7,654.3%
CME vs ZBRA
+1,071.2%
+6,583.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | +2.7% | -1.2% | +3.9% | +3.0% |
| 30D | +13.5% | -17.8% | +31.3% | +18.7% |
| 3M | +20.9% | -16.0% | +36.9% | +25.6% |
| 6M | +11.5% | +31.4% | -19.9% | +1.7% |
| YTD | +19.5% | +30.9% | -11.4% | +7.7% |
| 1Y | +17.2% | +24.3% | -7.1% | +6.9% |
| 3Y | +65.1% | +54.2% | +11.0% | +31.6% |
| 5Y | +73.1% | -46.3% | +119.4% | +82.7% |
| 10Y | +305.3% | +375.2% | -69.9% | +74.4% |
| All | +7,654.3% | +1,071.2% | +6,583.1% | +1,561.8% |
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