+252.7%
CLS vs ZYBT
-58.9%
+311.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +6.6% |
| 7D | +10.9% | -3.7% | +14.7% | +11.0% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | -10.2% | +72.2% | -82.4% | -12.0% |
| 6M | +30.4% | +103.1% | -72.8% | +26.0% |
| YTD | +17.2% | +34.8% | -17.6% | +14.5% |
| 1Y | +41.0% | -83.2% | +124.2% | +44.6% |
| All | +252.7% | -58.9% | +311.5% | +252.0% |
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