+492.2%
COR vs ZBRA
+382.3%
+109.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.0% | +2.7% |
| 7D | +7.8% | +0.6% | +7.2% | +7.8% |
| 30D | +7.0% | -14.0% | +21.0% | +8.6% |
| 3M | +16.3% | -14.7% | +30.9% | +18.0% |
| 6M | +41.3% | +31.3% | +10.0% | +35.9% |
| YTD | +7.1% | +33.4% | -26.3% | +2.2% |
| 1Y | -0.8% | +34.1% | -34.9% | -5.5% |
| 3Y | +85.0% | +59.9% | +25.1% | +63.8% |
| 5Y | +203.9% | -45.3% | +249.1% | +228.3% |
| All | +492.2% | +382.3% | +109.9% | +338.2% |
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