+815.5%
CTAS vs ZBRA
+382.3%
+433.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.9% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +8.7% | -14.0% | +22.7% | +13.0% |
| 3M | +13.3% | -14.7% | +27.9% | +17.8% |
| 6M | +39.4% | +31.3% | +8.1% | +25.7% |
| YTD | +21.5% | +33.4% | -11.9% | +7.6% |
| 1Y | +21.9% | +34.1% | -12.2% | +7.7% |
| 3Y | +73.6% | +59.9% | +13.7% | +35.6% |
| 5Y | +116.2% | -45.3% | +161.5% | +140.0% |
| All | +815.5% | +382.3% | +433.2% | +469.1% |
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 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