+66.0%
CFG vs ZYBT
-58.1%
+124.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.1% |
| 7D | +2.7% | -4.2% | +6.9% | +2.7% |
| 30D | -3.7% | -16.4% | +12.7% | -3.7% |
| 3M | +9.5% | +82.9% | -73.4% | +10.3% |
| 6M | +22.2% | +110.7% | -88.4% | +21.9% |
| YTD | +22.3% | +37.4% | -15.1% | +23.1% |
| 1Y | +39.4% | -80.6% | +120.1% | +46.0% |
| All | +66.0% | -58.1% | +124.1% | +58.8% |
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