+45.9%
CSCO vs ZYBT
-42.3%
+88.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.6% |
| 7D | -6.1% | -3.5% | -2.5% | -6.1% |
| 30D | -8.2% | +15.1% | -23.3% | -8.1% |
| 3M | -14.6% | +7.0% | -21.6% | -14.5% |
| 6M | +12.7% | +37.7% | -25.0% | +14.4% |
| YTD | +37.0% | +19.1% | +17.9% | +39.3% |
| 1Y | +45.9% | -38.3% | +84.2% | +56.8% |
| All | +45.9% | -42.3% | +88.2% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling