+56.1%
CF vs ZYBT
-57.3%
+113.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 6M | +28.5% | +99.0% | -70.5% | +26.4% |
| YTD | +74.9% | +40.0% | +34.9% | +72.5% |
| 1Y | +61.7% | -79.5% | +141.2% | +62.1% |
| All | +56.1% | -57.3% | +113.4% | +46.3% |
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 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