+48.9%
CIEN vs ZYBT
-42.3%
+91.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.3% |
| 7D | -25.0% | -3.5% | -21.5% | -25.0% |
| 30D | -30.1% | +15.1% | -45.3% | -30.2% |
| 3M | -33.8% | +7.0% | -40.8% | -33.8% |
| 6M | -49.4% | +37.7% | -87.1% | -48.4% |
| YTD | +16.4% | +19.1% | -2.7% | +12.8% |
| 1Y | +48.9% | -38.3% | +87.2% | +54.7% |
| All | +48.9% | -42.3% | +91.2% | +54.7% |
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