+42.0%
COP vs ZYBT
-58.4%
+100.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -0.5% | -3.7% | +3.2% | -0.5% |
| 30D | +11.7% | -12.8% | +24.5% | +11.7% |
| 3M | +17.7% | +76.2% | -58.5% | +16.6% |
| 6M | +18.3% | +109.3% | -91.0% | +16.2% |
| YTD | +49.1% | +36.5% | +12.5% | +47.4% |
| 1Y | +53.3% | -84.0% | +137.3% | +58.7% |
| All | +42.0% | -58.4% | +100.4% | +34.7% |
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