+2.3%
CI vs ZYBT
-58.1%
+60.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.8% |
| 7D | -2.0% | -4.2% | +2.2% | -2.0% |
| 30D | -1.8% | -16.4% | +14.6% | -1.8% |
| 3M | -4.2% | +82.9% | -87.1% | -5.1% |
| 6M | +2.7% | +110.7% | -108.0% | +1.5% |
| YTD | +1.9% | +37.4% | -35.5% | +0.9% |
| 1Y | -6.3% | -80.6% | +74.4% | -6.3% |
| All | +2.3% | -58.1% | +60.4% | +0.4% |
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