-11.1%
CHRW vs ZYBT
-42.3%
+31.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.3% |
| 7D | +4.9% | -3.5% | +8.4% | +4.9% |
| 30D | -4.8% | +15.1% | -19.9% | -4.8% |
| 3M | -13.1% | +7.0% | -20.2% | -13.1% |
| 6M | -16.3% | +37.7% | -54.0% | -15.5% |
| YTD | -15.8% | +19.1% | -34.9% | -13.3% |
| 1Y | -11.1% | -38.3% | +27.2% | -5.4% |
| All | -11.1% | -42.3% | +31.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling