+224.3%
CTVA vs ZBRA
+104.1%
+120.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.5% |
| 7D | -2.1% | +2.6% | -4.7% | -2.7% |
| 30D | +12.0% | -6.4% | +18.4% | +13.9% |
| 3M | +13.5% | +51.3% | -37.8% | 0.0% |
| 6M | +12.1% | +60.5% | -48.4% | -3.6% |
| YTD | +29.0% | +45.2% | -16.2% | +13.2% |
| 1Y | +18.9% | +12.3% | +6.5% | +11.8% |
| 3Y | +78.9% | +37.5% | +41.4% | +50.6% |
| 5Y | +105.2% | -39.2% | +144.4% | +128.6% |
| All | +224.3% | +104.1% | +120.2% | +64.9% |
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 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