-1.1%
CAT vs Z
-59.5%
+58.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.7% |
| 7D | -10.3% | -4.6% | -5.7% | -10.3% |
| 30D | -31.2% | +8.3% | -39.5% | -30.4% |
| 3M | -34.7% | -11.6% | -23.1% | -34.8% |
| 6M | -39.5% | -33.6% | -5.8% | -38.2% |
| YTD | -1.7% | -56.7% | +55.0% | +4.2% |
| 1Y | -1.1% | -59.1% | +58.0% | +6.4% |
| All | -1.1% | -59.5% | +58.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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