+18.0%
CP vs ZYBT
-58.4%
+76.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.2% |
| 7D | +0.6% | -3.7% | +4.3% | +0.6% |
| 30D | -0.5% | -12.8% | +12.3% | -0.5% |
| 3M | +0.1% | +76.2% | -76.1% | +2.0% |
| 6M | +7.8% | +109.3% | -101.5% | +9.2% |
| YTD | +22.9% | +36.5% | -13.7% | +25.1% |
| 1Y | +21.3% | -84.0% | +105.3% | +26.5% |
| All | +18.0% | -58.4% | +76.4% | +18.5% |
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