-69.1%
ZYBT vs CASY
+81.1%
-150.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | 0.0% | +3.6% | -3.6% | -2.4% |
| 30D | -2.0% | +9.1% | -11.0% | -8.3% |
| 3M | -2.0% | -16.5% | +14.6% | +9.7% |
| 6M | +56.4% | -19.7% | +76.1% | +84.4% |
| YTD | +30.4% | +29.3% | +1.2% | +13.8% |
| 1Y | -30.2% | +33.1% | -63.4% | -40.7% |
| All | -69.1% | +81.1% | -150.2% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling