+25.6%
CNH vs ZYBT
-58.4%
+84.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +1.8% | -3.7% | +5.5% | +1.8% |
| 30D | +32.6% | -12.8% | +45.4% | +32.6% |
| 3M | +29.4% | +76.2% | -46.8% | +32.7% |
| 6M | +26.0% | +109.3% | -83.4% | +28.3% |
| YTD | +52.2% | +36.5% | +15.7% | +56.0% |
| 1Y | +23.9% | -84.0% | +107.9% | +30.8% |
| All | +25.6% | -58.4% | +84.0% | +30.1% |
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