+338.5%
COP vs ZBRA
+435.2%
-96.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +2.3% | -3.4% | +5.7% | +3.2% |
| 30D | +8.6% | -7.4% | +16.0% | +10.8% |
| 3M | +19.9% | +57.5% | -37.7% | +3.0% |
| 6M | +19.0% | +64.0% | -45.0% | -0.2% |
| YTD | +50.0% | +44.3% | +5.7% | +29.8% |
| 1Y | +50.5% | +10.9% | +39.6% | +40.9% |
| 3Y | +25.2% | +37.5% | -12.3% | +4.4% |
| 5Y | +194.3% | -39.7% | +233.9% | +215.4% |
| All | +338.5% | +435.2% | -96.7% | +109.5% |
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