-80.3%
ZYBT vs CAI
-11.0%
-69.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -2.5% | -5.1% | +2.6% | -7.4% |
| 30D | -1.2% | +3.9% | -5.1% | 0.0% |
| 3M | +76.7% | +40.1% | +36.6% | +180.5% |
| 6M | +103.6% | +29.7% | +73.9% | +223.6% |
| YTD | +38.3% | -10.9% | +49.2% | +123.7% |
| 1Y | -84.7% | -28.0% | -56.7% | -76.3% |
| All | -80.3% | -11.0% | -69.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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