+113.4%
CSCO vs ZBRA
-40.9%
+154.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.1% | -3.8% | +2.7% | -0.2% |
| 30D | -10.8% | -10.2% | -0.6% | -8.6% |
| 3M | -9.2% | +58.7% | -67.9% | -19.2% |
| 6M | +39.5% | +61.9% | -22.4% | +23.5% |
| YTD | +41.5% | +41.7% | -0.2% | +27.8% |
| 1Y | +61.0% | +12.4% | +48.6% | +53.1% |
| 3Y | +105.2% | +34.2% | +71.0% | +80.6% |
| 5Y | +113.4% | -40.8% | +154.2% | +140.7% |
| All | +113.4% | -40.9% | +154.3% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling