-39.2%
CAPR vs ZYBT
-58.4%
+19.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.6% |
| 7D | -12.6% | -3.7% | -9.0% | -12.6% |
| 30D | +124.4% | -12.8% | +137.2% | +124.4% |
| 3M | -66.8% | +76.2% | -143.0% | -66.8% |
| 6M | -71.8% | +109.3% | -181.1% | -72.0% |
| YTD | -70.1% | +36.5% | -106.6% | -70.1% |
| 1Y | +33.3% | -84.0% | +117.3% | +39.8% |
| All | -39.2% | -58.4% | +19.1% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling