+24.5%
COP vs ZBRA
+33.8%
-9.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | +11.7% | -8.8% | +20.5% | +13.1% |
| 3M | +17.7% | +47.2% | -29.6% | +9.2% |
| 6M | +18.3% | +61.3% | -43.0% | +7.1% |
| YTD | +49.1% | +42.0% | +7.1% | +38.1% |
| 1Y | +53.3% | +10.5% | +42.9% | +50.9% |
| All | +24.5% | +33.8% | -9.3% | +14.3% |
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