-67.7%
ZYBT vs CASY
+59.8%
-127.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.6% | +9.5% |
| 7D | -3.7% | -16.5% | +12.8% | +8.3% |
| 30D | -12.8% | -26.4% | +13.6% | +7.4% |
| 3M | +76.2% | -17.3% | +93.5% | +112.7% |
| 6M | +109.3% | -5.2% | +114.5% | +129.8% |
| YTD | +36.5% | +14.1% | +22.4% | +30.8% |
| 1Y | -84.0% | +16.6% | -100.6% | -84.9% |
| All | -67.7% | +59.8% | -127.5% | -73.0% |
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