-40.8%
ZBRA vs CHD
+19.7%
-60.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -3.8% | -4.7% | +0.9% | -2.8% |
| 30D | -10.2% | -8.3% | -1.9% | -8.5% |
| 3M | +58.7% | -4.0% | +62.7% | +60.3% |
| 6M | +61.9% | -6.5% | +68.4% | +63.9% |
| YTD | +41.7% | +13.1% | +28.6% | +37.9% |
| 1Y | +12.4% | +2.3% | +10.0% | +11.2% |
| 3Y | +34.2% | +1.8% | +32.4% | +30.2% |
| 5Y | -40.8% | +20.6% | -61.3% | -47.9% |
| All | -40.8% | +19.7% | -60.4% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling