+20.1%
CP vs ZYBT
-83.2%
+103.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.3% |
| 7D | -2.7% | -6.9% | +4.3% | -2.7% |
| 30D | +0.2% | -31.8% | +31.9% | +0.1% |
| 3M | +2.6% | +94.0% | -91.4% | +4.8% |
| 6M | +6.0% | +99.0% | -93.0% | +8.1% |
| YTD | +24.9% | +40.0% | -15.1% | +27.7% |
| 1Y | +20.1% | -79.5% | +99.7% | +24.6% |
| All | +20.1% | -83.2% | +103.3% | +24.6% |
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