+122.7%
CRBG vs ZBRA
+35.9%
+86.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +0.6% | -3.4% | +4.0% | +1.8% |
| 30D | +2.6% | -7.4% | +10.0% | +5.3% |
| 3M | +24.0% | +57.5% | -33.5% | +2.8% |
| 6M | +50.5% | +64.0% | -13.5% | +21.7% |
| YTD | +17.1% | +44.3% | -27.2% | -0.6% |
| 1Y | +5.9% | +10.9% | -5.0% | -1.2% |
| 3Y | +122.7% | +37.5% | +85.2% | +91.1% |
| All | +122.7% | +35.9% | +86.8% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling