+16.9%
CP vs ZYBT
-58.9%
+75.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.4% |
| 7D | -2.6% | -3.7% | +1.1% | -2.6% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | +0.1% | +72.2% | -72.1% | +2.0% |
| 6M | +7.8% | +103.1% | -95.3% | +9.3% |
| YTD | +21.7% | +34.8% | -13.1% | +23.9% |
| 1Y | +18.6% | -83.2% | +101.8% | +23.6% |
| All | +16.9% | -58.9% | +75.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling