+61.6%
ZBRA vs CASY
+162.5%
-100.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.7% |
| 7D | -1.5% | +5.8% | -7.3% | -2.0% |
| 30D | -15.6% | +10.7% | -26.3% | -16.4% |
| 3M | -14.5% | -13.9% | -0.6% | -13.6% |
| 6M | +50.9% | -18.4% | +69.4% | +54.5% |
| YTD | +34.8% | +29.6% | +5.2% | +24.4% |
| 1Y | +28.3% | +32.8% | -4.5% | +17.5% |
| All | +61.6% | +162.5% | -100.9% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling