+61.7%
CF vs ZYBT
-58.4%
+120.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | -0.8% | -3.7% | +2.8% | -0.8% |
| 30D | +14.3% | -12.8% | +27.1% | +14.3% |
| 3M | +27.9% | +76.2% | -48.4% | +26.0% |
| 6M | +25.5% | +109.3% | -83.8% | +23.4% |
| YTD | +81.2% | +36.5% | +44.7% | +78.6% |
| 1Y | +66.5% | -84.0% | +150.5% | +67.7% |
| All | +61.7% | -58.4% | +120.1% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling