+4,005.7%
CMG vs ZBRA
+692.1%
+3,313.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.8% | -3.8% | -0.1% | -2.7% |
| 30D | +12.9% | -10.2% | +23.1% | +16.5% |
| 3M | +18.8% | +58.7% | -39.9% | +0.1% |
| 6M | +4.1% | +61.9% | -57.8% | -13.5% |
| YTD | -2.4% | +41.7% | -44.0% | -15.9% |
| 1Y | -6.7% | +12.4% | -19.0% | -13.7% |
| 3Y | -7.1% | +34.2% | -41.3% | -22.3% |
| 5Y | -5.0% | -40.8% | +35.8% | +0.5% |
| 10Y | +323.5% | +420.3% | -96.8% | +96.7% |
| All | +4,005.7% | +692.1% | +3,313.6% | +1,048.7% |
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