+22,705.0%
CAT vs ZBRA
+8,231.4%
+14,473.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.3% |
| 7D | +7.4% | +0.6% | +6.8% | +7.3% |
| 30D | -19.7% | -14.0% | -5.6% | -16.8% |
| 3M | -29.6% | -14.7% | -14.9% | -27.0% |
| 6M | -33.2% | +31.3% | -64.5% | -38.0% |
| YTD | +5.7% | +33.4% | -27.8% | -3.0% |
| 1Y | +9.3% | +34.1% | -24.8% | +0.3% |
| 3Y | +158.3% | +59.9% | +98.4% | +124.1% |
| 5Y | +211.6% | -45.3% | +256.8% | +233.4% |
| 10Y | +698.5% | +384.4% | +314.0% | +423.6% |
| All | +22,705.0% | +8,231.4% | +14,473.6% | +9,235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling