+4.9%
CL vs ZYBT
-57.8%
+62.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -2.4% | -2.5% | 0.0% | -2.4% |
| 30D | -4.8% | -1.2% | -3.5% | -4.8% |
| 3M | -1.7% | +76.7% | -78.4% | -1.1% |
| 6M | -3.8% | +103.6% | -107.4% | -2.9% |
| YTD | +13.3% | +38.3% | -25.0% | +14.2% |
| 1Y | +8.3% | -84.7% | +93.0% | +8.5% |
| All | +4.9% | -57.8% | +62.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling