+13.2%
CNH vs ZBRA
-40.4%
+53.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.0% |
| 7D | +1.8% | -1.8% | +3.6% | +2.5% |
| 30D | +32.6% | -8.8% | +41.4% | +37.0% |
| 3M | +29.4% | +47.2% | -17.8% | +10.9% |
| 6M | +26.0% | +61.3% | -35.3% | +3.6% |
| YTD | +52.2% | +42.0% | +10.2% | +30.3% |
| 1Y | +23.9% | +10.5% | +13.4% | +15.7% |
| 3Y | +10.1% | +34.5% | -24.4% | -8.1% |
| 5Y | +13.2% | -40.3% | +53.4% | +28.8% |
| All | +13.2% | -40.4% | +53.5% | +28.8% |
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