+256.9%
CP vs ZBRA
+381.8%
-124.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.3% |
| 30D | +9.6% | -15.6% | +25.3% | +14.3% |
| 3M | +2.2% | -14.5% | +16.8% | +6.1% |
| 6M | +11.1% | +50.9% | -39.8% | -2.9% |
| YTD | +28.2% | +34.8% | -6.7% | +14.7% |
| 1Y | +32.2% | +28.3% | +3.8% | +19.9% |
| 3Y | +35.5% | +58.8% | -23.3% | +10.6% |
| 5Y | +26.8% | -44.0% | +70.8% | +36.1% |
| 10Y | +256.9% | +389.6% | -132.7% | +128.8% |
| All | +256.9% | +381.8% | -124.9% | +128.8% |
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 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