+88.5%
CSCO vs ZYBT
-57.8%
+146.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -1.1% | -2.5% | +1.4% | -1.1% |
| 30D | -10.8% | -1.2% | -9.5% | -10.8% |
| 3M | -9.2% | +76.7% | -85.9% | -8.3% |
| 6M | +39.5% | +103.6% | -64.0% | +40.3% |
| YTD | +41.5% | +38.3% | +3.3% | +42.8% |
| 1Y | +61.0% | -84.7% | +145.7% | +65.5% |
| All | +88.5% | -57.8% | +146.3% | +84.8% |
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 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