+37.5%
ZBRA vs CHD
+0.7%
+36.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -3.4% | -4.5% | +1.1% | -2.8% |
| 30D | -7.4% | -6.7% | -0.7% | -6.6% |
| 3M | +57.5% | -2.7% | +60.2% | +58.5% |
| 6M | +64.0% | -4.9% | +68.9% | +64.6% |
| YTD | +44.3% | +13.3% | +30.9% | +43.0% |
| 1Y | +10.9% | +1.0% | +9.9% | +9.8% |
| 3Y | +37.5% | +1.3% | +36.2% | +34.3% |
| All | +37.5% | +0.7% | +36.8% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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