+146.0%
CRS vs ZYBT
-58.9%
+204.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -6.8% | -3.7% | -3.0% | -6.8% |
| 30D | -16.1% | 0.0% | -16.1% | -16.1% |
| 3M | -21.2% | +72.2% | -93.4% | -20.9% |
| 6M | +8.7% | +103.1% | -94.5% | +8.1% |
| YTD | +41.0% | +34.8% | +6.2% | +41.1% |
| 1Y | +82.7% | -83.2% | +165.8% | +89.0% |
| All | +146.0% | -58.9% | +204.9% | +133.4% |
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