+216.7%
CTVA vs ZBRA
+102.8%
+113.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -4.5% | -3.4% | -1.1% | -3.6% |
| 30D | +11.3% | -7.4% | +18.7% | +13.5% |
| 3M | +12.3% | +57.5% | -45.2% | -2.1% |
| 6M | +7.2% | +64.0% | -56.8% | -8.4% |
| YTD | +26.0% | +44.3% | -18.3% | +10.7% |
| 1Y | +16.0% | +10.9% | +5.2% | +9.6% |
| 3Y | +73.9% | +37.5% | +36.4% | +46.4% |
| 5Y | +103.8% | -39.7% | +143.4% | +127.5% |
| All | +216.7% | +102.8% | +113.9% | +61.3% |
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 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