+326.6%
CIEN vs ZYBT
-58.9%
+385.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.5% |
| 7D | +8.9% | -3.7% | +12.6% | +8.9% |
| 30D | -19.1% | 0.0% | -19.1% | -19.1% |
| 3M | -21.5% | +72.2% | -93.7% | -22.4% |
| 6M | +2.8% | +103.1% | -100.3% | +0.4% |
| YTD | +49.5% | +34.8% | +14.7% | +46.8% |
| 1Y | +163.8% | -83.2% | +247.0% | +165.2% |
| All | +326.6% | -58.9% | +385.5% | +299.4% |
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 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