+46.6%
CRL vs ZYBT
-58.9%
+105.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | -3.5% | -3.7% | +0.2% | -3.6% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | +48.0% | +72.2% | -24.3% | +50.4% |
| 6M | +64.7% | +103.1% | -38.4% | +65.9% |
| YTD | +39.5% | +34.8% | +4.7% | +41.3% |
| 1Y | +74.2% | -83.2% | +157.4% | +81.5% |
| All | +46.6% | -58.9% | +105.5% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling