+96.7%
CSCO vs ZYBT
-58.9%
+155.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.4% |
| 7D | +2.7% | -3.7% | +6.4% | +2.7% |
| 30D | -9.5% | 0.0% | -9.5% | -9.5% |
| 3M | -7.6% | +72.2% | -79.8% | -6.6% |
| 6M | +44.9% | +103.1% | -58.3% | +45.6% |
| YTD | +47.7% | +34.8% | +12.9% | +49.0% |
| 1Y | +69.1% | -83.2% | +152.3% | +73.6% |
| All | +96.7% | -58.9% | +155.6% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling