+60.7%
COP vs ZYBT
-42.3%
+103.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -5.2% |
| 7D | -8.1% | -3.5% | -4.6% | -8.1% |
| 30D | +6.7% | +15.1% | -8.5% | +6.6% |
| 3M | +16.9% | +7.0% | +9.9% | +16.9% |
| 6M | +11.2% | +37.7% | -26.5% | +10.3% |
| YTD | +49.5% | +19.1% | +30.4% | +45.8% |
| 1Y | +60.7% | -38.3% | +99.0% | +52.1% |
| All | +60.7% | -42.3% | +103.0% | +52.1% |
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 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