-40.8%
ZBRA vs COO
-51.8%
+11.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.7% | +14.4% | +7.4% |
| 7D | -3.8% | -23.3% | +19.5% | +9.7% |
| 30D | -10.2% | -29.5% | +19.3% | +7.1% |
| 3M | +58.7% | -20.0% | +78.7% | +76.2% |
| 6M | +61.9% | -27.2% | +89.1% | +88.8% |
| YTD | +41.7% | -33.9% | +75.6% | +74.3% |
| 1Y | +12.4% | -19.9% | +32.3% | +23.6% |
| 3Y | +34.2% | -38.1% | +72.3% | +62.4% |
| 5Y | -40.8% | -52.0% | +11.2% | -19.9% |
| All | -40.8% | -51.8% | +11.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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