+43.9%
CRL vs ZYBT
-57.8%
+101.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -6.9% | -2.5% | -4.5% | -6.9% |
| 30D | -3.2% | -1.2% | -1.9% | -3.2% |
| 3M | +46.5% | +76.7% | -30.1% | +49.0% |
| 6M | +63.1% | +103.6% | -40.5% | +64.3% |
| YTD | +36.9% | +38.3% | -1.4% | +38.6% |
| 1Y | +78.1% | -84.7% | +162.8% | +85.9% |
| All | +43.9% | -57.8% | +101.7% | +32.3% |
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 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