-6.1%
CI vs ZYBT
-79.2%
+73.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | -0.1% |
| 7D | -0.1% | -3.7% | +3.7% | -0.1% |
| 30D | +1.8% | 0.0% | +1.8% | +1.8% |
| 3M | -4.2% | +72.2% | -76.5% | -4.9% |
| 6M | +8.8% | +103.1% | -94.3% | +7.5% |
| YTD | +3.7% | +34.8% | -31.0% | +2.8% |
| 1Y | -6.1% | -83.2% | +77.0% | -5.3% |
| All | -6.1% | -79.2% | +73.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling