+327.9%
CAT vs ZBRA
-40.9%
+368.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | -3.8% | +4.4% | +1.8% |
| 30D | -4.5% | -10.2% | +5.6% | -1.4% |
| 3M | -5.8% | +58.7% | -64.5% | -19.4% |
| 6M | +12.7% | +61.9% | -49.2% | -4.6% |
| YTD | +41.4% | +41.7% | -0.3% | +24.0% |
| 1Y | +92.1% | +12.4% | +79.7% | +80.1% |
| 3Y | +197.5% | +34.2% | +163.3% | +159.3% |
| 5Y | +327.9% | -40.8% | +368.7% | +332.4% |
| All | +327.9% | -40.9% | +368.8% | +332.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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