+389.6%
ZBRA vs CASY
+565.2%
-175.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.2% |
| 7D | -1.5% | +5.8% | -7.3% | -3.3% |
| 30D | -15.6% | +10.7% | -26.3% | -18.5% |
| 3M | -14.5% | -13.9% | -0.6% | -11.0% |
| 6M | +50.9% | -18.4% | +69.4% | +57.5% |
| YTD | +34.8% | +29.6% | +5.2% | +16.9% |
| 1Y | +28.3% | +32.8% | -4.5% | +9.9% |
| 3Y | +58.8% | +162.3% | -103.4% | -1.2% |
| 5Y | -44.0% | +265.0% | -309.1% | -70.6% |
| 10Y | +389.6% | +555.4% | -165.8% | +103.9% |
| All | +389.6% | +565.2% | -175.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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