+323.5%
CORZ vs ZBRA
+26.4%
+297.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +10.1% |
| 7D | +14.2% | -1.5% | +15.7% | +15.2% |
| 30D | -3.0% | -15.6% | +12.6% | +4.5% |
| 3M | -26.3% | -14.5% | -11.7% | -21.2% |
| 6M | -36.5% | +50.9% | -87.4% | -50.8% |
| YTD | +0.1% | +34.8% | -34.8% | -18.6% |
| 1Y | -15.9% | +28.3% | -44.2% | -29.4% |
| All | +323.5% | +26.4% | +297.2% | +292.0% |
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 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