-40.8%
ZBRA vs CLBK
+41.8%
-82.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.2% |
| 30D | -10.2% | +4.5% | -14.7% | -11.9% |
| 3M | +58.7% | +22.8% | +35.9% | +45.7% |
| 6M | +61.9% | +43.4% | +18.5% | +39.2% |
| YTD | +41.7% | +64.1% | -22.4% | +15.5% |
| 1Y | +12.4% | +67.6% | -55.2% | -9.3% |
| 3Y | +34.2% | +53.3% | -19.1% | +10.1% |
| 5Y | -40.8% | +44.8% | -85.6% | -52.5% |
| All | -40.8% | +41.8% | -82.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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