+10.1%
CMG vs ZYBT
-37.7%
+47.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +5.8% |
| 7D | +22.5% | -3.5% | +26.0% | +22.5% |
| 30D | +14.1% | +15.1% | -1.0% | +14.2% |
| 3M | +4.1% | +7.0% | -3.0% | +4.2% |
| 6M | +10.1% | +37.7% | -27.6% | +14.4% |
| YTD | -4.9% | +19.1% | -24.0% | +3.7% |
| All | +10.1% | -37.7% | +47.8% | +32.9% |
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