+30.0%
CAPR vs ZYBT
-79.2%
+109.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +0.8% |
| 7D | -11.0% | -3.7% | -7.2% | -11.0% |
| 30D | +99.8% | 0.0% | +99.8% | +99.7% |
| 3M | -66.6% | +72.2% | -138.8% | -66.0% |
| 6M | -75.1% | +103.1% | -178.2% | -74.5% |
| YTD | -71.0% | +34.8% | -105.8% | -70.1% |
| 1Y | +30.0% | -83.2% | +113.1% | +21.1% |
| All | +30.0% | -79.2% | +109.2% | +21.1% |
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