-67.3%
ZYBT vs CASY
+59.4%
-126.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.5% | -17.2% | +14.8% | +10.4% |
| 30D | -1.2% | -24.4% | +23.1% | +18.8% |
| 3M | +76.7% | -31.4% | +108.1% | +128.9% |
| 6M | +103.6% | -8.9% | +112.5% | +129.0% |
| YTD | +38.3% | +13.8% | +24.4% | +32.7% |
| 1Y | -84.7% | +17.0% | -101.7% | -85.6% |
| All | -67.3% | +59.4% | -126.7% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling