+1,323.2%
CRS vs ZBRA
+435.2%
+888.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -2.0% |
| 7D | -6.8% | -3.4% | -3.4% | -5.3% |
| 30D | -16.1% | -7.4% | -8.7% | -13.3% |
| 3M | -21.2% | +57.5% | -78.7% | -37.5% |
| 6M | +8.7% | +64.0% | -55.3% | -16.2% |
| YTD | +41.0% | +44.3% | -3.3% | +13.5% |
| 1Y | +82.7% | +10.9% | +71.8% | +66.0% |
| 3Y | +604.8% | +37.5% | +567.3% | +455.4% |
| 5Y | +1,384.7% | -39.7% | +1,424.3% | +1,561.8% |
| All | +1,323.2% | +435.2% | +888.0% | +504.3% |
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 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