-7.1%
CMG vs ZBRA
+14.4%
-21.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | +0.1% |
| 7D | -2.1% | -3.4% | +1.4% | -1.8% |
| 30D | +10.9% | -7.4% | +18.3% | +11.4% |
| 3M | +15.8% | +57.5% | -41.7% | +5.7% |
| 6M | +6.9% | +64.0% | -57.0% | -4.7% |
| YTD | -2.2% | +44.3% | -46.5% | -10.8% |
| 1Y | -7.1% | +10.9% | -18.0% | -8.3% |
| All | -7.1% | +14.4% | -21.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling