+12.5%
CEG vs ZYBT
-58.9%
+71.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | -4.8% | -3.7% | -1.0% | -4.7% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +15.6% | +72.2% | -56.6% | +14.3% |
| 6M | -5.0% | +103.1% | -108.2% | -7.6% |
| YTD | -19.0% | +34.8% | -53.8% | -20.2% |
| 1Y | -10.0% | -83.2% | +73.2% | -5.8% |
| All | +12.5% | -58.9% | +71.4% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling