+58,997.3%
CSCO vs ZBRA
+9,227.6%
+49,769.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.1% |
| 7D | -0.7% | +1.8% | -2.4% | -1.2% |
| 30D | -10.1% | -1.7% | -8.4% | -9.8% |
| 3M | -15.7% | +47.8% | -63.5% | -26.1% |
| 6M | +36.3% | +56.7% | -20.5% | +17.0% |
| YTD | +43.8% | +49.4% | -5.6% | +23.8% |
| 1Y | +63.9% | +16.5% | +47.4% | +50.9% |
| 3Y | +104.4% | +31.5% | +72.9% | +74.4% |
| 5Y | +111.4% | -38.6% | +149.9% | +119.4% |
| 10Y | +361.7% | +421.0% | -59.3% | +133.4% |
| All | +58,997.3% | +9,227.6% | +49,769.7% | +11,520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling