+136.0%
CMS vs ZBRA
+381.8%
-245.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -1.1% | -1.5% | +0.4% | -1.0% |
| 30D | +6.6% | -15.6% | +22.2% | +8.0% |
| 3M | +0.8% | -14.5% | +15.3% | +2.0% |
| 6M | -3.3% | +50.9% | -54.3% | -7.5% |
| YTD | +2.7% | +34.8% | -32.1% | -1.0% |
| 1Y | -4.0% | +28.3% | -32.3% | -7.1% |
| 3Y | +37.6% | +58.8% | -21.2% | +27.0% |
| 5Y | +35.4% | -44.0% | +79.5% | +38.4% |
| 10Y | +136.0% | +389.6% | -253.6% | +97.2% |
| All | +136.0% | +381.8% | -245.8% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling