-4.7%
CMS vs ZBRA
+23.7%
-28.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | -0.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +5.3% | -17.8% | +23.0% | +4.8% |
| 3M | -0.3% | -16.0% | +15.7% | -0.7% |
| 6M | -4.0% | +31.4% | -35.5% | -3.6% |
| YTD | +2.1% | +30.9% | -28.8% | +2.1% |
| 1Y | -4.7% | +24.3% | -29.0% | -4.7% |
| All | -4.7% | +23.7% | -28.4% | -4.7% |
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 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