-40.8%
ZBRA vs CRL
-38.6%
-2.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | -3.8% | -6.9% | +3.2% | -0.9% |
| 30D | -10.2% | -3.2% | -7.0% | -9.1% |
| 3M | +58.7% | +46.5% | +12.1% | +34.6% |
| 6M | +61.9% | +63.1% | -1.2% | +29.3% |
| YTD | +41.7% | +36.9% | +4.8% | +21.2% |
| 1Y | +12.4% | +78.1% | -65.8% | -15.0% |
| 3Y | +34.2% | +36.7% | -2.5% | +6.4% |
| 5Y | -40.8% | -38.1% | -2.7% | -39.6% |
| All | -40.8% | -38.6% | -2.1% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling