-44.0%
ZBRA vs CAPR
+219.7%
-263.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +26.5% | -24.6% | +1.5% |
| 7D | -1.5% | +25.8% | -27.3% | -1.9% |
| 30D | -15.6% | +50.2% | -65.8% | -16.2% |
| 3M | -14.5% | +185.5% | -200.0% | -16.2% |
| 6M | +50.9% | -64.8% | +115.7% | +51.8% |
| YTD | +34.8% | -61.1% | +96.0% | +35.1% |
| 1Y | +28.3% | +81.0% | -52.6% | +19.3% |
| 3Y | +58.8% | +300.7% | -241.9% | +22.1% |
| 5Y | -44.0% | +223.3% | -267.4% | -59.0% |
| All | -44.0% | +219.7% | -263.7% | -59.0% |
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