+128.9%
CVE vs ZBRA
+403.4%
-274.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -16.1% | -10.9% | -5.3% | -13.1% |
| 30D | -10.4% | -16.6% | +6.2% | -5.2% |
| 3M | -2.4% | -11.6% | +9.2% | +0.9% |
| 6M | -4.4% | +40.2% | -44.6% | -18.4% |
| YTD | +64.9% | +32.6% | +32.3% | +41.4% |
| 1Y | +66.0% | +24.7% | +41.3% | +45.3% |
| 3Y | +57.7% | +56.3% | +1.3% | +19.3% |
| 5Y | +144.7% | -47.0% | +191.7% | +177.4% |
| All | +128.9% | +403.4% | -274.5% | +13.5% |
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