+6,706.3%
CME vs ZBRA
+1,199.1%
+5,507.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.4% |
| 7D | -2.9% | +2.6% | -5.4% | -3.5% |
| 30D | +5.5% | -6.4% | +11.9% | +7.2% |
| 3M | +11.0% | +51.3% | -40.3% | -1.7% |
| 6M | -9.7% | +60.5% | -70.2% | -21.8% |
| YTD | +4.9% | +45.2% | -40.3% | -7.5% |
| 1Y | +10.1% | +12.3% | -2.3% | +3.1% |
| 3Y | +53.5% | +37.5% | +16.0% | +27.4% |
| 5Y | +77.2% | -39.2% | +116.4% | +81.3% |
| 10Y | +282.1% | +417.0% | -134.9% | +61.9% |
| All | +6,706.3% | +1,199.1% | +5,507.3% | +1,327.4% |
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