-39.0%
ZBRA vs CAPR
+84.9%
-123.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.8% |
| 7D | +2.6% | -9.5% | +12.1% | +2.7% |
| 30D | -6.4% | +121.5% | -127.9% | -7.8% |
| 3M | +51.3% | -65.4% | +116.6% | +52.3% |
| 6M | +60.5% | -67.5% | +128.0% | +61.6% |
| YTD | +45.2% | -68.6% | +113.8% | +46.1% |
| 1Y | +12.3% | +42.7% | -30.3% | +4.5% |
| 3Y | +37.5% | +43.4% | -5.8% | +14.0% |
| All | -39.0% | +84.9% | -123.8% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling