+201.5%
CAT vs Z
-33.7%
+235.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | +1.7% | -3.0% | +4.7% | +2.1% |
| 30D | -6.6% | -4.2% | -2.4% | -6.2% |
| 3M | -13.3% | -3.7% | -9.6% | -13.1% |
| 6M | +11.6% | -24.5% | +36.1% | +16.1% |
| YTD | +42.9% | -49.3% | +92.2% | +59.2% |
| 1Y | +95.4% | -58.7% | +154.1% | +125.9% |
| All | +201.5% | -33.7% | +235.2% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling