+869.5%
CMS vs ZBRA
+8,301.1%
-7,431.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | -0.9% | -9.5% | +8.6% | 0.0% |
| 30D | +7.1% | -15.6% | +22.7% | +8.7% |
| 3M | -1.3% | -13.2% | +11.9% | -0.1% |
| 6M | -2.7% | +44.5% | -47.2% | -6.7% |
| YTD | +2.6% | +34.5% | -31.9% | -1.3% |
| 1Y | -2.0% | +25.9% | -27.9% | -5.2% |
| 3Y | +39.6% | +61.3% | -21.7% | +29.5% |
| 5Y | +35.3% | -45.2% | +80.5% | +37.5% |
| 10Y | +132.3% | +386.5% | -254.2% | +85.0% |
| All | +869.5% | +8,301.1% | -7,431.6% | +485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling