-36.3%
CAT vs Z
-16.6%
-19.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.6% | +4.3% | -7.6% |
| 7D | -14.5% | -2.3% | -12.2% | -14.0% |
| 30D | -35.7% | +9.4% | -45.1% | -34.4% |
| 3M | -36.3% | -16.1% | -20.2% | -36.9% |
| All | -36.3% | -16.6% | -19.7% | -36.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling