+421.5%
ZBRA vs CASY
+468.0%
-46.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.2% | +12.1% | +2.4% |
| 7D | -1.8% | -16.5% | +14.7% | +3.8% |
| 30D | -8.8% | -26.4% | +17.6% | +0.2% |
| 3M | +47.2% | -17.3% | +64.5% | +52.3% |
| 6M | +61.3% | -5.2% | +66.5% | +57.4% |
| YTD | +42.0% | +14.1% | +27.9% | +28.7% |
| 1Y | +10.5% | +16.6% | -6.1% | -1.2% |
| 3Y | +34.5% | +163.7% | -129.2% | -17.9% |
| 5Y | -40.3% | +231.3% | -271.6% | -67.7% |
| 10Y | +421.5% | +462.9% | -41.4% | +130.3% |
| All | +421.5% | +468.0% | -46.5% | +130.3% |
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