+35.2%
CMS vs ZBRA
+34.1%
+1.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.5% |
| 7D | +1.2% | +2.6% | -1.4% | +1.2% |
| 30D | -3.2% | -6.4% | +3.2% | -3.0% |
| 3M | -2.2% | +51.3% | -53.5% | -3.2% |
| 6M | -9.4% | +60.5% | -69.9% | -10.5% |
| YTD | +0.7% | +45.2% | -44.5% | -0.4% |
| 1Y | +0.4% | +12.3% | -12.0% | +0.3% |
| 3Y | +35.2% | +37.5% | -2.3% | +26.2% |
| All | +35.2% | +34.1% | +1.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling