+16.4%
CP vs ZYBT
-57.8%
+74.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.4% |
| 7D | -2.7% | -2.5% | -0.2% | -2.7% |
| 30D | -3.4% | -1.2% | -2.1% | -3.3% |
| 3M | -0.6% | +76.7% | -77.3% | +1.2% |
| 6M | +6.3% | +103.6% | -97.3% | +7.8% |
| YTD | +21.2% | +38.3% | -17.1% | +23.3% |
| 1Y | +20.0% | -84.7% | +104.7% | +25.3% |
| All | +16.4% | -57.8% | +74.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling