+159.5%
CVE vs ZBRA
-45.5%
+205.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.8% |
| 30D | -10.9% | -14.0% | +3.2% | -8.2% |
| 3M | -4.5% | -14.7% | +10.1% | -1.7% |
| 6M | -1.0% | +31.3% | -32.3% | -9.1% |
| YTD | +74.7% | +33.4% | +41.3% | +57.7% |
| 1Y | +65.8% | +34.1% | +31.7% | +49.2% |
| 3Y | +73.2% | +59.9% | +13.3% | +43.3% |
| All | +159.5% | -45.5% | +205.0% | +172.4% |
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