-33.5%
CPNG vs ZYBT
-58.9%
+25.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.1% |
| 7D | -1.1% | -3.7% | +2.6% | -1.1% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | -12.3% | +72.2% | -84.6% | -11.8% |
| 6M | -19.4% | +103.1% | -122.6% | -19.7% |
| YTD | -35.9% | +34.8% | -70.7% | -35.7% |
| 1Y | -53.4% | -83.2% | +29.8% | -51.7% |
| All | -33.5% | -58.9% | +25.3% | -36.6% |
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