+892.4%
ZBRA vs CAPR
-99.1%
+991.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +1.8% | -2.0% | +3.7% | +1.8% |
| 30D | -1.7% | +139.2% | -140.9% | -3.5% |
| 3M | +47.8% | -66.4% | +114.1% | +48.7% |
| 6M | +56.7% | -63.1% | +119.9% | +57.3% |
| YTD | +49.4% | -67.4% | +116.8% | +50.1% |
| 1Y | +16.5% | +58.2% | -41.7% | +8.9% |
| 3Y | +31.5% | +42.2% | -10.8% | +20.0% |
| 5Y | -38.6% | +87.3% | -125.8% | -44.7% |
| 10Y | +421.0% | -75.3% | +496.2% | +349.0% |
| All | +892.4% | -99.1% | +991.5% | +697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling