+62.7%
CRWD vs ZYBT
-37.3%
+99.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.6% | -9.9% |
| 7D | -16.8% | -3.5% | -13.3% | -16.8% |
| 30D | -22.1% | +24.3% | -46.4% | -22.1% |
| 3M | +3.5% | -41.5% | +45.0% | +3.4% |
| 6M | +82.3% | +58.6% | +23.7% | +87.7% |
| YTD | +85.3% | +20.0% | +65.3% | +90.3% |
| 1Y | +62.7% | -35.2% | +97.9% | +80.5% |
| All | +62.7% | -37.3% | +99.9% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling