+2,910.9%
JCI vs ZBRA
+8,909.5%
-5,998.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.8% |
| 7D | +0.7% | -3.4% | +4.1% | +1.5% |
| 30D | -4.4% | -7.4% | +3.0% | -2.8% |
| 3M | +1.7% | +57.5% | -55.8% | -9.0% |
| 6M | +8.8% | +64.0% | -55.2% | -3.8% |
| YTD | +22.6% | +44.3% | -21.6% | +11.0% |
| 1Y | +36.2% | +10.9% | +25.3% | +30.3% |
| 3Y | +168.0% | +37.5% | +130.5% | +140.8% |
| 5Y | +113.5% | -39.7% | +153.1% | +123.6% |
| 10Y | +344.3% | +429.9% | -85.6% | +192.5% |
| All | +2,910.9% | +8,909.5% | -5,998.6% | +1,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling