+1,768.2%
ZBRA vs CRL
+1,379.5%
+388.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.1% |
| 7D | +1.8% | -1.0% | +2.8% | +2.1% |
| 30D | -1.7% | +10.7% | -12.3% | -5.3% |
| 3M | +47.8% | +55.3% | -7.5% | +25.5% |
| 6M | +56.7% | +60.7% | -3.9% | +29.7% |
| YTD | +49.4% | +44.6% | +4.8% | +27.6% |
| 1Y | +16.5% | +77.7% | -61.2% | -8.1% |
| 3Y | +31.5% | +37.6% | -6.2% | +8.4% |
| 5Y | -38.6% | -35.8% | -2.8% | -35.4% |
| 10Y | +421.0% | +241.7% | +179.2% | +214.7% |
| All | +1,768.2% | +1,379.5% | +388.7% | +776.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling