+21.3%
CP vs ZBRA
+10.3%
+11.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | -0.5% | -8.8% | +8.3% | +0.5% |
| 3M | +0.1% | +47.2% | -47.2% | -5.5% |
| 6M | +7.8% | +61.3% | -53.5% | -0.5% |
| YTD | +22.9% | +42.0% | -19.2% | +15.5% |
| 1Y | +21.3% | +10.5% | +10.8% | +18.3% |
| All | +21.3% | +10.3% | +11.0% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling