+34.6%
CP vs ZYBT
-42.3%
+76.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +3.5% |
| 7D | +5.6% | -3.5% | +9.1% | +5.6% |
| 30D | +10.0% | +15.1% | -5.1% | +10.1% |
| 3M | +4.4% | +7.0% | -2.6% | +4.5% |
| 6M | +14.1% | +37.7% | -23.6% | +16.7% |
| YTD | +29.1% | +19.1% | +9.9% | +31.7% |
| 1Y | +34.6% | -38.3% | +72.8% | +41.0% |
| All | +34.6% | -42.3% | +76.9% | +41.0% |
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