+242.0%
COF vs ZBRA
+435.2%
-193.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.2% |
| 7D | -5.1% | -3.4% | -1.7% | -3.8% |
| 30D | -6.0% | -7.4% | +1.4% | -3.0% |
| 3M | +14.8% | +57.5% | -42.7% | -7.5% |
| 6M | +15.3% | +64.0% | -48.6% | -9.6% |
| YTD | -13.0% | +44.3% | -57.3% | -28.3% |
| 1Y | -5.7% | +10.9% | -16.6% | -13.5% |
| 3Y | +118.1% | +37.5% | +80.6% | +75.5% |
| 5Y | +46.2% | -39.7% | +85.9% | +59.5% |
| All | +242.0% | +435.2% | -193.2% | +85.0% |
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