+51,859.5%
CSCO vs ZBRA
+8,231.4%
+43,628.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.2% | -6.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | -15.8% | -14.0% | -1.8% | -12.1% |
| 3M | -15.4% | -14.7% | -0.7% | -11.5% |
| 6M | -5.4% | +31.3% | -36.7% | -14.2% |
| YTD | +26.5% | +33.4% | -7.0% | +12.3% |
| 1Y | +25.9% | +34.1% | -8.2% | +11.6% |
| 3Y | +97.5% | +59.9% | +37.6% | +58.6% |
| 5Y | +93.0% | -45.3% | +138.3% | +107.3% |
| 10Y | +308.6% | +384.4% | -75.8% | +110.8% |
| All | +51,859.5% | +8,231.4% | +43,628.0% | +10,442.8% |
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