+213.9%
CAT vs ZBRA
-45.5%
+259.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.4% |
| 7D | +7.4% | +0.6% | +6.8% | +7.2% |
| 30D | -19.7% | -14.0% | -5.6% | -16.0% |
| 3M | -29.6% | -14.7% | -14.9% | -26.3% |
| 6M | -33.2% | +31.3% | -64.5% | -39.5% |
| YTD | +5.7% | +33.4% | -27.8% | -5.7% |
| 1Y | +9.3% | +34.1% | -24.8% | -2.6% |
| 3Y | +158.3% | +59.9% | +98.4% | +117.0% |
| All | +213.9% | -45.5% | +259.4% | +208.2% |
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