+615.6%
CAT vs ZCMD
-100.0%
+715.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -0.9% |
| 7D | +2.9% | -4.1% | +7.1% | +3.0% |
| 30D | -2.6% | -22.7% | +20.1% | -2.4% |
| 3M | -10.7% | -62.5% | +51.8% | -11.6% |
| 6M | +16.1% | -99.5% | +115.6% | +22.0% |
| YTD | +43.2% | -99.7% | +143.0% | +52.2% |
| 1Y | +96.8% | -99.9% | +196.7% | +112.1% |
| 3Y | +201.4% | -100.0% | +301.3% | +239.3% |
| 5Y | +332.7% | -100.0% | +432.7% | +386.7% |
| All | +615.6% | -100.0% | +715.6% | +839.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling