+34.1%
COP vs ZBRA
+58.5%
-24.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.3% |
| 7D | +4.4% | +0.6% | +3.8% | +4.3% |
| 30D | 0.0% | -14.0% | +14.0% | +1.8% |
| 3M | +15.0% | -14.7% | +29.7% | +17.2% |
| 6M | +22.0% | +31.3% | -9.3% | +14.9% |
| YTD | +55.3% | +33.4% | +21.9% | +44.6% |
| 1Y | +64.1% | +34.1% | +30.0% | +52.5% |
| 3Y | +34.1% | +59.9% | -25.8% | +14.5% |
| All | +34.1% | +58.5% | -24.4% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling