+4.1%
CI vs ZYBT
-57.8%
+62.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | -1.3% | -2.5% | +1.1% | -1.3% |
| 30D | +3.1% | -1.2% | +4.4% | +3.1% |
| 3M | -4.5% | +76.7% | -81.2% | -5.3% |
| 6M | +8.3% | +103.6% | -95.3% | +7.0% |
| YTD | +3.8% | +38.3% | -34.5% | +2.8% |
| 1Y | -5.0% | -84.7% | +79.7% | -4.9% |
| All | +4.1% | -57.8% | +62.0% | +2.2% |
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