-9.0%
CCI vs ZYBT
-57.8%
+48.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -4.4% | -2.5% | -1.9% | -4.4% |
| 30D | +0.3% | -1.2% | +1.6% | +0.3% |
| 3M | -20.0% | +76.7% | -96.6% | -19.1% |
| 6M | -14.5% | +103.6% | -118.1% | -13.4% |
| YTD | -14.9% | +38.3% | -53.1% | -13.9% |
| 1Y | -17.7% | -84.7% | +67.1% | -16.8% |
| All | -9.0% | -57.8% | +48.8% | -10.5% |
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 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