-40.4%
CPB vs ZYBT
-58.4%
+17.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -8.0% | -3.7% | -4.3% | -8.0% |
| 30D | -2.4% | -12.8% | +10.4% | -2.4% |
| 3M | +0.5% | +76.2% | -75.7% | +0.5% |
| 6M | -10.5% | +109.3% | -119.8% | -10.1% |
| YTD | -17.5% | +36.5% | -54.0% | -17.4% |
| 1Y | -31.0% | -84.0% | +53.0% | -31.7% |
| All | -40.4% | -58.4% | +17.9% | -43.3% |
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