+63.7%
CTAS vs ZBRA
+33.4%
+30.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.3% | -3.8% | +2.5% | -0.8% |
| 30D | -3.1% | -10.2% | +7.1% | -1.8% |
| 3M | +10.3% | +58.7% | -48.4% | +2.8% |
| 6M | +1.6% | +61.9% | -60.3% | -5.9% |
| YTD | +6.3% | +41.7% | -35.4% | 0.0% |
| 1Y | -0.5% | +12.4% | -12.8% | -3.0% |
| All | +63.7% | +33.4% | +30.2% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling