+41.9%
CMI vs ZBRA
+18.2%
+23.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.5% |
| 7D | -0.7% | +1.8% | -2.5% | -1.0% |
| 30D | -13.4% | -1.7% | -11.7% | -13.2% |
| 3M | -17.0% | +47.8% | -64.8% | -24.9% |
| 6M | -1.6% | +56.7% | -58.4% | -13.4% |
| YTD | +11.0% | +49.4% | -38.4% | -1.7% |
| 1Y | +41.9% | +16.5% | +25.4% | +34.6% |
| All | +41.9% | +18.2% | +23.8% | +34.6% |
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