+3.6%
CL vs ZYBT
-58.9%
+62.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -1.3% |
| 7D | -2.2% | -3.7% | +1.5% | -2.2% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -2.3% | +72.2% | -74.6% | -1.7% |
| 6M | -2.0% | +103.1% | -105.1% | -1.0% |
| YTD | +11.8% | +34.8% | -22.9% | +12.8% |
| 1Y | +5.8% | -83.2% | +89.0% | +6.1% |
| All | +3.6% | -58.9% | +62.5% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling