-41.6%
CAPR vs ZYBT
-57.8%
+16.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -3.9% |
| 7D | -10.6% | -2.5% | -8.1% | -10.6% |
| 30D | +111.2% | -1.2% | +112.4% | +111.2% |
| 3M | -67.2% | +76.7% | -143.9% | -67.3% |
| 6M | -75.1% | +103.6% | -178.7% | -75.3% |
| YTD | -71.2% | +38.3% | -109.5% | -71.3% |
| 1Y | +31.1% | -84.7% | +115.8% | +37.9% |
| All | -41.6% | -57.8% | +16.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling