+159.8%
CVE vs ZBRA
+411.1%
-251.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.5% |
| 7D | +0.2% | +2.6% | -2.4% | -0.7% |
| 30D | +17.5% | -6.4% | +23.8% | +19.9% |
| 3M | +16.2% | +51.3% | -35.1% | -2.3% |
| 6M | +47.8% | +60.5% | -12.7% | +20.3% |
| YTD | +98.5% | +45.2% | +53.3% | +65.9% |
| 1Y | +109.8% | +12.3% | +97.4% | +91.9% |
| 3Y | +75.5% | +37.5% | +38.0% | +40.8% |
| 5Y | +341.6% | -39.2% | +380.8% | +375.5% |
| 10Y | +159.8% | +417.0% | -257.2% | +19.1% |
| All | +159.8% | +411.1% | -251.3% | +19.1% |
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