+14,348.2%
CTAS vs ZBRA
+8,965.3%
+5,382.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.6% |
| 7D | 0.0% | +2.6% | -2.6% | -0.6% |
| 30D | -1.0% | -6.4% | +5.4% | +0.4% |
| 3M | +15.8% | +51.3% | -35.5% | +4.3% |
| 6M | -1.0% | +60.5% | -61.5% | -12.4% |
| YTD | +7.4% | +45.2% | -37.8% | -3.4% |
| 1Y | -0.1% | +12.3% | -12.5% | -5.4% |
| 3Y | +66.3% | +37.5% | +28.8% | +46.1% |
| 5Y | +111.0% | -39.2% | +150.2% | +117.0% |
| 10Y | +662.9% | +417.0% | +245.9% | +388.2% |
| All | +14,348.2% | +8,965.3% | +5,382.9% | +4,836.3% |
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