+107.9%
CSCO vs ZBRA
+36.8%
+71.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | -10.1% | -6.4% | -3.7% | -9.0% |
| 3M | -11.7% | +51.3% | -63.0% | -19.2% |
| 6M | +40.1% | +60.5% | -20.4% | +26.9% |
| YTD | +43.8% | +45.2% | -1.4% | +31.5% |
| 1Y | +66.6% | +12.3% | +54.3% | +60.3% |
| All | +107.9% | +36.8% | +71.1% | +92.6% |
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