+5,523.6%
COF vs ZBRA
+3,722.3%
+1,801.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -6.1% | -3.8% | -2.3% | -4.9% |
| 30D | -5.2% | -10.2% | +5.0% | -1.8% |
| 3M | +17.0% | +58.7% | -41.7% | -1.2% |
| 6M | +12.9% | +61.9% | -49.0% | -5.9% |
| YTD | -13.5% | +41.7% | -55.2% | -24.9% |
| 1Y | -5.9% | +12.4% | -18.2% | -12.2% |
| 3Y | +117.1% | +34.2% | +82.9% | +87.1% |
| 5Y | +45.4% | -40.8% | +86.1% | +58.0% |
| 10Y | +244.1% | +420.3% | -176.2% | +86.5% |
| All | +5,523.6% | +3,722.3% | +1,801.3% | +1,742.4% |
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