-13.9%
CG vs ZYBT
-58.9%
+45.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | -9.9% | -3.7% | -6.1% | -9.9% |
| 30D | -11.7% | 0.0% | -11.7% | -11.7% |
| 3M | -4.3% | +72.2% | -76.5% | -2.3% |
| 6M | -8.8% | +103.1% | -111.9% | -8.5% |
| YTD | -26.9% | +34.8% | -61.6% | -25.7% |
| 1Y | -35.4% | -83.2% | +47.7% | -29.8% |
| All | -13.9% | -58.9% | +45.0% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling