-66.9%
ZYBT vs CASY
+92.1%
-158.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -6.9% | +0.1% | -7.0% | -7.1% |
| 30D | -31.8% | -11.3% | -20.4% | -25.5% |
| 3M | +94.0% | -0.6% | +94.6% | +107.6% |
| 6M | +99.0% | +10.7% | +88.3% | +97.2% |
| YTD | +40.0% | +37.1% | +2.9% | +19.0% |
| 1Y | -79.5% | +52.3% | -131.8% | -83.8% |
| All | -66.9% | +92.1% | -158.9% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling