-5.5%
CDNS vs ZYBT
-57.8%
+52.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -6.5% | -2.5% | -4.1% | -6.5% |
| 30D | -13.0% | -1.2% | -11.8% | -13.0% |
| 3M | -26.0% | +76.7% | -102.7% | -26.2% |
| 6M | -2.8% | +103.6% | -106.4% | -3.9% |
| YTD | -8.8% | +38.3% | -47.1% | -9.4% |
| 1Y | -15.8% | -84.7% | +68.9% | -14.7% |
| All | -5.5% | -57.8% | +52.3% | -11.1% |
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