+9,500.2%
CP vs ZBRA
+9,227.6%
+272.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.1% |
| 7D | -2.7% | +1.8% | -4.4% | -3.0% |
| 30D | +0.2% | -1.7% | +1.9% | +0.5% |
| 3M | +2.6% | +47.8% | -45.2% | -5.8% |
| 6M | +6.0% | +56.7% | -50.8% | -4.1% |
| YTD | +24.9% | +49.4% | -24.4% | +13.7% |
| 1Y | +20.1% | +16.5% | +3.6% | +14.2% |
| 3Y | +16.4% | +31.5% | -15.1% | +5.9% |
| 5Y | +31.7% | -38.6% | +70.3% | +34.8% |
| 10Y | +223.9% | +421.0% | -197.1% | +121.4% |
| All | +9,500.2% | +9,227.6% | +272.6% | +4,504.1% |
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