+58.2%
CAPR vs ZYBT
-83.2%
+141.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -2.0% | -6.9% | +5.0% | -2.0% |
| 30D | +139.2% | -31.8% | +171.0% | +139.2% |
| 3M | -66.4% | +94.0% | -160.3% | -65.9% |
| 6M | -63.1% | +99.0% | -162.1% | -62.3% |
| YTD | -67.4% | +40.0% | -107.4% | -66.5% |
| 1Y | +58.2% | -79.5% | +137.8% | +53.4% |
| All | +58.2% | -83.2% | +141.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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