+17,451.9%
COR vs ZBRA
+3,857.2%
+13,594.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.0% |
| 7D | +2.8% | +1.8% | +1.0% | +2.6% |
| 30D | +4.5% | -1.7% | +6.2% | +4.7% |
| 3M | +22.7% | +47.8% | -25.1% | +17.0% |
| 6M | -9.7% | +56.7% | -66.5% | -14.7% |
| YTD | -1.4% | +49.4% | -50.8% | -6.7% |
| 1Y | +13.9% | +16.5% | -2.6% | +10.5% |
| 3Y | +94.0% | +31.5% | +62.5% | +81.5% |
| 5Y | +184.0% | -38.6% | +222.6% | +186.4% |
| 10Y | +406.8% | +421.0% | -14.2% | +289.0% |
| All | +17,451.9% | +3,857.2% | +13,594.7% | +10,433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling