+320.2%
CVE vs ZBRA
-38.9%
+359.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | +2.5% | +1.8% | +0.7% | +2.1% |
| 30D | +16.7% | -1.7% | +18.4% | +17.0% |
| 3M | +9.3% | +47.8% | -38.5% | -1.7% |
| 6M | +43.6% | +56.7% | -13.1% | +26.5% |
| YTD | +93.6% | +49.4% | +44.2% | +71.4% |
| 1Y | +98.8% | +16.5% | +82.2% | +87.8% |
| 3Y | +73.6% | +31.5% | +42.1% | +52.6% |
| All | +320.2% | -38.9% | +359.0% | +356.8% |
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