+122.2%
CMS vs ZBRA
+407.5%
-285.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | -1.3% | -8.8% | +7.5% | -0.5% |
| 3M | -5.4% | +47.2% | -52.6% | -9.0% |
| 6M | -10.3% | +61.3% | -71.6% | -14.7% |
| YTD | -0.2% | +42.0% | -42.2% | -4.2% |
| 1Y | -0.9% | +10.5% | -11.3% | -2.6% |
| 3Y | +34.0% | +34.5% | -0.6% | +26.3% |
| 5Y | +23.6% | -40.3% | +63.8% | +25.5% |
| 10Y | +122.2% | +421.5% | -299.3% | +85.4% |
| All | +122.2% | +407.5% | -285.2% | +85.4% |
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 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