+683.1%
CTAS vs ZBRA
+435.2%
+247.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.0% |
| 7D | +0.5% | -3.4% | +3.9% | +1.5% |
| 30D | -0.7% | -7.4% | +6.7% | +1.3% |
| 3M | +11.1% | +57.5% | -46.4% | -4.3% |
| 6M | +2.1% | +64.0% | -61.8% | -13.7% |
| YTD | +8.0% | +44.3% | -36.3% | -6.0% |
| 1Y | -0.5% | +10.9% | -11.3% | -6.7% |
| 3Y | +66.2% | +37.5% | +28.7% | +37.8% |
| 5Y | +109.2% | -39.7% | +148.8% | +125.8% |
| All | +683.1% | +435.2% | +247.9% | +355.9% |
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