+5.6%
CNC vs ZBRA
-40.4%
+46.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +1.4% |
| 7D | -0.9% | -3.4% | +2.5% | -0.7% |
| 30D | -1.0% | -7.4% | +6.4% | -0.5% |
| 3M | +4.5% | +57.5% | -53.0% | +1.1% |
| 6M | +85.2% | +64.0% | +21.2% | +78.3% |
| YTD | +61.4% | +44.3% | +17.1% | +56.3% |
| 1Y | +94.9% | +10.9% | +84.0% | +92.0% |
| 3Y | 0.0% | +37.5% | -37.5% | -4.4% |
| All | +5.6% | -40.4% | +46.0% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling