+86.5%
COR vs ZBRA
+33.8%
+52.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.6% |
| 7D | -3.9% | -1.8% | -2.1% | -4.0% |
| 30D | -0.3% | -8.8% | +8.5% | -0.9% |
| 3M | +15.9% | +47.2% | -31.4% | +19.5% |
| 6M | -10.3% | +61.3% | -71.6% | -6.6% |
| YTD | -3.7% | +42.0% | -45.7% | -0.6% |
| 1Y | +9.1% | +10.5% | -1.4% | +10.8% |
| All | +86.5% | +33.8% | +52.8% | +92.2% |
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 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