+46.5%
CF vs ZYBT
-60.2%
+106.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +4.7% | -2.0% | +6.7% | +4.7% |
| 3M | +7.4% | -2.0% | +9.4% | +7.4% |
| 6M | +0.6% | +56.4% | -55.8% | -0.8% |
| YTD | +64.1% | +30.4% | +33.7% | +61.8% |
| 1Y | +51.4% | -30.2% | +81.6% | +50.1% |
| All | +46.5% | -60.2% | +106.7% | +37.2% |
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 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