+5,555.9%
COF vs ZBRA
+3,793.0%
+1,762.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | 0.0% |
| 7D | -5.1% | -3.4% | -1.7% | -4.1% |
| 30D | -6.0% | -7.4% | +1.4% | -3.7% |
| 3M | +14.8% | +57.5% | -42.7% | -2.8% |
| 6M | +15.3% | +64.0% | -48.6% | -4.3% |
| YTD | -13.0% | +44.3% | -57.3% | -24.9% |
| 1Y | -5.7% | +10.9% | -16.6% | -11.7% |
| 3Y | +118.1% | +37.5% | +80.6% | +86.4% |
| 5Y | +46.2% | -39.7% | +85.9% | +58.0% |
| 10Y | +246.1% | +429.9% | -183.8% | +86.5% |
| All | +5,555.9% | +3,793.0% | +1,762.9% | +1,741.8% |
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 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