+8.5%
CTAS vs ZYBT
-58.9%
+67.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +1.5% |
| 7D | +0.5% | -3.7% | +4.2% | +0.5% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | +11.1% | +72.2% | -61.1% | +12.4% |
| 6M | +2.1% | +103.1% | -101.0% | +3.6% |
| YTD | +8.0% | +34.8% | -26.8% | +9.5% |
| 1Y | -0.5% | -83.2% | +82.7% | +1.2% |
| All | +8.5% | -58.9% | +67.4% | +7.3% |
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