+27.6%
CB vs ZYBT
-57.8%
+85.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -2.8% | -2.5% | -0.3% | -2.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | +2.8% | +76.7% | -73.9% | +2.7% |
| 6M | +4.8% | +103.6% | -98.8% | +4.5% |
| YTD | +9.2% | +38.3% | -29.1% | +9.1% |
| 1Y | +22.8% | -84.7% | +107.5% | +24.7% |
| All | +27.6% | -57.8% | +85.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling