+27.8%
CB vs ZYBT
-58.9%
+86.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -0.7% | -3.7% | +3.0% | -0.7% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +3.8% | +72.2% | -68.4% | +3.7% |
| 6M | +5.8% | +103.1% | -97.4% | +5.5% |
| YTD | +9.4% | +34.8% | -25.4% | +9.3% |
| 1Y | +20.7% | -83.2% | +103.8% | +22.4% |
| All | +27.8% | -58.9% | +86.7% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling