+27.7%
ZBRA vs CRL
+85.3%
-57.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +2.3% |
| 7D | -13.6% | -12.8% | -0.8% | -11.3% |
| 30D | -11.5% | +5.0% | -16.5% | -12.8% |
| 3M | -9.9% | +39.4% | -49.2% | -17.0% |
| 6M | +48.6% | +89.4% | -40.8% | +28.5% |
| YTD | +36.9% | +63.6% | -26.7% | +23.7% |
| 1Y | +27.7% | +83.5% | -55.8% | +11.3% |
| All | +27.7% | +85.3% | -57.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling