+394.2%
COR vs ZBRA
+425.5%
-31.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -3.8% | -1.1% | -4.4% |
| 30D | -3.7% | -10.2% | +6.5% | -2.6% |
| 3M | +14.3% | +58.7% | -44.3% | +7.8% |
| 6M | -8.5% | +61.9% | -70.4% | -14.2% |
| YTD | -4.4% | +41.7% | -46.1% | -9.4% |
| 1Y | +9.1% | +12.4% | -3.2% | +6.3% |
| 3Y | +85.2% | +34.2% | +51.0% | +69.8% |
| 5Y | +180.7% | -40.8% | +221.4% | +199.8% |
| All | +394.2% | +425.5% | -31.3% | +221.2% |
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