+214.2%
CAT vs Z
-54.7%
+269.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | +9.3% | -4.9% | +14.2% | +10.0% |
| 30D | -21.5% | +3.0% | -24.5% | -22.1% |
| 3M | -29.1% | -13.4% | -15.7% | -28.4% |
| 6M | -33.4% | -27.3% | -6.0% | -31.2% |
| YTD | +6.6% | -57.8% | +64.3% | +19.0% |
| 1Y | +6.5% | -60.0% | +66.5% | +20.0% |
| 3Y | +162.7% | -21.5% | +184.2% | +159.3% |
| 5Y | +214.2% | -55.0% | +269.2% | +215.0% |
| All | +214.2% | -54.7% | +269.0% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling