+68.0%
CNH vs ZBRA
+704.8%
-636.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.5% |
| 7D | +23.3% | +1.8% | +21.5% | +22.5% |
| 30D | +33.5% | -1.7% | +35.2% | +34.2% |
| 3M | +32.7% | +47.8% | -15.0% | +13.4% |
| 6M | +22.2% | +56.7% | -34.6% | +1.6% |
| YTD | +57.7% | +49.4% | +8.3% | +32.6% |
| 1Y | +28.0% | +16.5% | +11.4% | +17.1% |
| 3Y | +11.5% | +31.5% | -19.9% | -5.8% |
| 5Y | +11.9% | -38.6% | +50.4% | +19.5% |
| 10Y | +162.8% | +421.0% | -258.2% | +44.2% |
| All | +68.0% | +704.8% | -636.9% | -19.3% |
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