+32.6%
CORZ vs ZYBT
-58.1%
+90.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.7% |
| 7D | +16.6% | -4.2% | +20.8% | +16.6% |
| 30D | -10.9% | -16.4% | +5.6% | -10.8% |
| 3M | -31.0% | +82.9% | -113.9% | -35.5% |
| 6M | +26.0% | +110.7% | -84.6% | +16.2% |
| YTD | +28.6% | +37.4% | -8.8% | +19.7% |
| 1Y | +34.5% | -80.6% | +115.1% | +28.1% |
| All | +32.6% | -58.1% | +90.7% | +18.3% |
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 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