+65.5%
CLBK vs ZYBT
-57.8%
+123.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -1.4% | -2.5% | +1.1% | -1.4% |
| 30D | +4.5% | -1.2% | +5.8% | +4.5% |
| 3M | +22.8% | +76.7% | -53.9% | +17.8% |
| 6M | +43.4% | +103.6% | -60.1% | +36.6% |
| YTD | +64.1% | +38.3% | +25.9% | +57.1% |
| 1Y | +67.6% | -84.7% | +152.3% | +65.7% |
| All | +65.5% | -57.8% | +123.3% | +54.8% |
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