-43.0%
CPRT vs ZYBT
-58.4%
+15.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -0.4% | -3.7% | +3.3% | -0.4% |
| 30D | +8.2% | -12.8% | +21.0% | +8.2% |
| 3M | +2.3% | +76.2% | -73.9% | +2.4% |
| 6M | -14.7% | +109.3% | -124.1% | -15.0% |
| YTD | -18.2% | +36.5% | -54.7% | -18.1% |
| 1Y | -33.4% | -84.0% | +50.6% | -31.8% |
| All | -43.0% | -58.4% | +15.3% | -44.9% |
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 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