+7.8%
CMS vs ZYBT
-58.9%
+66.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -1.9% | -3.7% | +1.8% | -1.9% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | -7.1% | +72.2% | -79.3% | -6.1% |
| 6M | -10.1% | +103.1% | -113.2% | -8.9% |
| YTD | -1.7% | +34.8% | -36.5% | -0.6% |
| 1Y | -3.4% | -83.2% | +79.8% | -2.7% |
| All | +7.8% | -58.9% | +66.7% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling