+34.2%
CVS vs ZBRA
-40.9%
+75.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.0% | -3.8% | +1.8% | -1.7% |
| 30D | +1.9% | -10.2% | +12.1% | +2.6% |
| 3M | -2.2% | +58.7% | -60.9% | -5.8% |
| 6M | +26.7% | +61.9% | -35.2% | +21.5% |
| YTD | +22.9% | +41.7% | -18.8% | +18.9% |
| 1Y | +32.9% | +12.4% | +20.6% | +30.7% |
| 3Y | +62.3% | +34.2% | +28.1% | +54.1% |
| 5Y | +34.2% | -40.8% | +75.0% | +35.4% |
| All | +34.2% | -40.9% | +75.1% | +35.4% |
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