+11.8%
CRM vs ZBRA
+35.9%
-24.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | -4.4% | -3.4% | -1.0% | -3.5% |
| 30D | +28.1% | -7.4% | +35.5% | +30.7% |
| 3M | +48.8% | +57.5% | -8.7% | +29.9% |
| 6M | +28.3% | +64.0% | -35.7% | +9.6% |
| YTD | -6.0% | +44.3% | -50.3% | -16.7% |
| 1Y | +1.4% | +10.9% | -9.4% | -2.7% |
| 3Y | +11.8% | +37.5% | -25.7% | -1.2% |
| All | +11.8% | +35.9% | -24.1% | -1.2% |
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 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