+885.8%
CAT vs Z
+4.8%
+881.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | -1.7% |
| 7D | -6.3% | -6.5% | +0.1% | -5.6% |
| 30D | -26.8% | -0.1% | -26.7% | -27.1% |
| 3M | -30.0% | -14.1% | -15.9% | -29.2% |
| 6M | -34.6% | -30.1% | -4.5% | -32.2% |
| YTD | +2.9% | -57.5% | +60.4% | +13.7% |
| 1Y | +3.3% | -60.3% | +63.6% | +15.2% |
| 3Y | +153.7% | -21.0% | +174.7% | +150.5% |
| 5Y | +207.3% | -54.9% | +262.2% | +215.9% |
| 10Y | +674.0% | -16.0% | +690.0% | +518.1% |
| All | +885.8% | +4.8% | +881.0% | +647.7% |
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