+769.6%
ZBRA vs CAPR
-99.0%
+868.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.7% | +5.8% | -2.8% |
| 7D | -1.2% | +19.1% | -20.3% | -1.5% |
| 30D | -17.8% | +48.8% | -66.6% | -18.4% |
| 3M | -16.0% | +144.4% | -160.4% | -17.7% |
| 6M | +31.4% | -67.5% | +99.0% | +32.1% |
| YTD | +30.9% | -64.5% | +95.4% | +31.1% |
| 1Y | +24.3% | +74.4% | -50.1% | +15.9% |
| 3Y | +54.2% | +265.7% | -211.6% | +38.2% |
| 5Y | -46.3% | +196.0% | -242.3% | -52.1% |
| 10Y | +375.2% | -62.4% | +437.6% | +306.9% |
| All | +769.6% | -99.0% | +868.6% | +596.1% |
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