+25.6%
CTAS vs ZYBT
-42.3%
+68.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.4% |
| 7D | +7.6% | -3.5% | +11.1% | +7.6% |
| 30D | +17.2% | +15.1% | +2.1% | +17.3% |
| 3M | +12.8% | +7.0% | +5.7% | +12.8% |
| 6M | +38.0% | +37.7% | +0.3% | +39.4% |
| YTD | +22.7% | +19.1% | +3.6% | +26.2% |
| 1Y | +25.6% | -38.3% | +63.9% | +27.1% |
| All | +25.6% | -42.3% | +68.0% | +27.1% |
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