+49.4%
CHRW vs ZYBT
-58.4%
+107.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | +4.1% | -3.7% | +7.7% | +4.1% |
| 30D | +1.9% | -12.8% | +14.7% | +1.9% |
| 3M | -21.2% | +76.2% | -97.4% | -20.2% |
| 6M | -16.7% | +109.3% | -126.0% | -16.2% |
| YTD | -5.4% | +36.5% | -41.9% | -4.2% |
| 1Y | +21.2% | -84.0% | +105.2% | +26.4% |
| All | +49.4% | -58.4% | +107.8% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling