+225.0%
CP vs ZBRA
+435.2%
-210.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -2.6% | -3.4% | +0.8% | -1.7% |
| 30D | -3.7% | -7.4% | +3.7% | -1.8% |
| 3M | +0.1% | +57.5% | -57.4% | -12.7% |
| 6M | +7.8% | +64.0% | -56.1% | -7.7% |
| YTD | +21.7% | +44.3% | -22.6% | +7.4% |
| 1Y | +18.6% | +10.9% | +7.8% | +12.1% |
| 3Y | +17.5% | +37.5% | -20.0% | +0.4% |
| 5Y | +35.4% | -39.7% | +75.0% | +42.5% |
| All | +225.0% | +435.2% | -210.2% | +99.2% |
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