+30,752.8%
CAT vs ZBRA
+9,227.6%
+21,525.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | +1.7% | +1.8% | -0.1% | +1.3% |
| 30D | -6.6% | -1.7% | -4.9% | -6.2% |
| 3M | -13.3% | +47.8% | -61.1% | -21.6% |
| 6M | +11.6% | +56.7% | -45.1% | -0.9% |
| YTD | +42.9% | +49.4% | -6.4% | +27.9% |
| 1Y | +95.4% | +16.5% | +78.9% | +84.8% |
| 3Y | +196.6% | +31.5% | +165.1% | +168.4% |
| 5Y | +321.7% | -38.6% | +360.2% | +339.1% |
| 10Y | +1,140.8% | +421.0% | +719.8% | +699.4% |
| All | +30,752.8% | +9,227.6% | +21,525.2% | +12,210.5% |
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