+414.4%
ZBRA vs CAPR
-78.6%
+493.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | -3.8% | -10.6% | +6.8% | -3.6% |
| 30D | -10.2% | +111.2% | -121.4% | -12.0% |
| 3M | +58.7% | -67.2% | +125.9% | +60.0% |
| 6M | +61.9% | -75.1% | +137.1% | +64.1% |
| YTD | +41.7% | -71.2% | +112.9% | +42.9% |
| 1Y | +12.4% | +31.1% | -18.8% | +3.4% |
| 3Y | +34.2% | +31.3% | +2.9% | +18.4% |
| 5Y | -40.8% | +69.4% | -110.1% | -49.0% |
| All | +414.4% | -78.6% | +493.0% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling