+135.5%
CVE vs ZBRA
-47.4%
+182.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -16.1% | -10.9% | -5.3% | -14.2% |
| 30D | -10.4% | -16.6% | +6.2% | -7.2% |
| 3M | -2.4% | -11.6% | +9.2% | -0.3% |
| 6M | -4.4% | +40.2% | -44.6% | -14.0% |
| YTD | +64.9% | +32.6% | +32.3% | +49.0% |
| 1Y | +66.0% | +24.7% | +41.3% | +52.4% |
| 3Y | +57.7% | +56.3% | +1.3% | +31.1% |
| All | +135.5% | -47.4% | +182.9% | +151.7% |
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