+65.1%
CFG vs ZYBT
-57.8%
+122.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -1.7% | -2.5% | +0.8% | -1.7% |
| 30D | -4.6% | -1.2% | -3.4% | -4.6% |
| 3M | +7.9% | +76.7% | -68.8% | +8.8% |
| 6M | +19.9% | +103.6% | -83.7% | +19.7% |
| YTD | +21.7% | +38.3% | -16.6% | +22.5% |
| 1Y | +38.4% | -84.7% | +123.1% | +46.2% |
| All | +65.1% | -57.8% | +122.9% | +58.0% |
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