+20.8%
ZBRA vs CAI
-8.1%
+28.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | -6.4% | +9.1% | -15.5% | -7.0% |
| 3M | +51.3% | +53.8% | -2.5% | +46.1% |
| 6M | +60.5% | +33.5% | +27.0% | +56.1% |
| YTD | +45.2% | -8.0% | +53.2% | +44.1% |
| 1Y | +12.3% | -28.7% | +41.0% | +12.7% |
| All | +20.8% | -8.1% | +28.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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