+179.3%
COR vs ZBRA
-40.4%
+219.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | +0.2% |
| 7D | -2.8% | -3.4% | +0.6% | -2.9% |
| 30D | +2.6% | -7.4% | +10.0% | +2.5% |
| 3M | +14.5% | +57.5% | -43.0% | +14.7% |
| 6M | -7.8% | +64.0% | -71.8% | -7.6% |
| YTD | -4.2% | +44.3% | -48.5% | -4.1% |
| 1Y | +7.0% | +10.9% | -3.9% | +7.5% |
| 3Y | +85.5% | +37.5% | +48.0% | +83.9% |
| All | +179.3% | -40.4% | +219.7% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling