+272.1%
CNQ vs ZBRA
-40.4%
+312.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +0.1% | -3.4% | +3.5% | +0.7% |
| 30D | +6.2% | -7.4% | +13.6% | +7.6% |
| 3M | +12.4% | +57.5% | -45.1% | +1.4% |
| 6M | +9.0% | +64.0% | -55.0% | -3.1% |
| YTD | +52.2% | +44.3% | +7.9% | +38.3% |
| 1Y | +65.0% | +10.9% | +54.2% | +59.2% |
| 3Y | +78.8% | +37.5% | +41.3% | +57.1% |
| All | +272.1% | -40.4% | +312.5% | +294.3% |
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 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