+26.8%
CB vs ZYBT
-58.1%
+84.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.4% |
| 7D | -0.6% | -4.2% | +3.6% | -0.6% |
| 30D | -3.9% | -16.4% | +12.5% | -3.9% |
| 3M | +4.9% | +82.9% | -78.0% | +4.8% |
| 6M | +3.3% | +110.7% | -107.4% | +3.0% |
| YTD | +8.5% | +37.4% | -28.9% | +8.5% |
| 1Y | +22.1% | -80.6% | +102.7% | +23.6% |
| All | +26.8% | -58.1% | +84.9% | +22.6% |
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