+37.5%
ZBRA vs CASY
+209.8%
-172.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.6% |
| 7D | +2.6% | -4.4% | +6.9% | +3.0% |
| 30D | -6.4% | -12.0% | +5.7% | -5.4% |
| 3M | +51.3% | -2.3% | +53.6% | +49.8% |
| 6M | +60.5% | +10.5% | +50.0% | +54.2% |
| YTD | +45.2% | +33.0% | +12.2% | +34.4% |
| 1Y | +12.3% | +41.1% | -28.8% | +2.4% |
| 3Y | +37.5% | +207.5% | -170.0% | +10.8% |
| All | +37.5% | +209.8% | -172.3% | +10.8% |
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