+61.7%
CF vs ZYBT
-83.2%
+144.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.2% |
| 7D | +6.0% | -6.9% | +12.9% | +6.0% |
| 30D | +14.8% | -31.8% | +46.6% | +14.9% |
| 3M | +14.1% | +94.0% | -79.9% | +12.5% |
| 6M | +28.5% | +99.0% | -70.5% | +27.2% |
| YTD | +74.9% | +40.0% | +34.9% | +72.2% |
| 1Y | +61.7% | -79.5% | +141.2% | +54.2% |
| All | +61.7% | -83.2% | +144.9% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling