+415.5%
CNQ vs ZBRA
+435.2%
-19.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | +0.1% | -3.4% | +3.5% | +1.1% |
| 30D | +6.2% | -7.4% | +13.6% | +8.4% |
| 3M | +12.4% | +57.5% | -45.1% | -3.7% |
| 6M | +9.0% | +64.0% | -55.0% | -8.6% |
| YTD | +52.2% | +44.3% | +7.9% | +31.5% |
| 1Y | +65.0% | +10.9% | +54.2% | +54.2% |
| 3Y | +78.8% | +37.5% | +41.3% | +47.7% |
| 5Y | +286.0% | -39.7% | +325.6% | +311.9% |
| All | +415.5% | +435.2% | -19.7% | +172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling