+58.2%
CF vs ZYBT
-57.8%
+116.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.2% |
| 7D | -2.0% | -2.5% | +0.5% | -2.0% |
| 30D | +15.3% | -1.2% | +16.5% | +15.3% |
| 3M | +24.3% | +76.7% | -52.4% | +22.5% |
| 6M | +23.9% | +103.6% | -79.7% | +21.8% |
| YTD | +77.3% | +38.3% | +39.0% | +74.7% |
| 1Y | +58.7% | -84.7% | +143.4% | +60.0% |
| All | +58.2% | -57.8% | +116.0% | +48.3% |
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