+105.1%
CTVA vs ZBRA
-40.4%
+145.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -4.5% | -3.4% | -1.1% | -4.0% |
| 30D | +11.3% | -7.4% | +18.7% | +12.6% |
| 3M | +12.3% | +57.5% | -45.2% | +3.3% |
| 6M | +7.2% | +64.0% | -56.8% | -2.6% |
| YTD | +26.0% | +44.3% | -18.3% | +16.6% |
| 1Y | +16.0% | +10.9% | +5.2% | +12.4% |
| 3Y | +73.9% | +37.5% | +36.4% | +57.4% |
| All | +105.1% | -40.4% | +145.5% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling