+35.3%
ZBRA vs CRL
+38.7%
-3.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -1.8% | -4.6% | +2.8% | -0.2% |
| 30D | -8.8% | +0.5% | -9.3% | -9.0% |
| 3M | +47.2% | +46.6% | +0.6% | +28.3% |
| 6M | +61.3% | +57.3% | +4.0% | +35.5% |
| YTD | +42.0% | +39.5% | +2.5% | +24.1% |
| 1Y | +10.5% | +76.9% | -66.4% | -12.1% |
| All | +35.3% | +38.7% | -3.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling