+833.7%
CAT vs Z
+9.5%
+824.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.6% | +4.3% | -5.0% |
| 7D | -14.5% | -2.3% | -12.2% | -14.4% |
| 30D | -35.7% | +9.4% | -45.1% | -36.8% |
| 3M | -36.3% | -16.1% | -20.2% | -35.3% |
| 6M | -38.5% | -30.4% | -8.1% | -36.2% |
| YTD | -2.5% | -55.6% | +53.1% | +7.1% |
| 1Y | -1.9% | -58.5% | +56.6% | +8.8% |
| 3Y | +139.2% | -19.6% | +158.8% | +135.7% |
| 5Y | +192.1% | -54.1% | +246.3% | +199.8% |
| 10Y | +732.3% | -12.1% | +744.3% | +560.4% |
| All | +833.7% | +9.5% | +824.1% | +604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling