+429.1%
CAT vs ZCMD
-100.0%
+529.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.9% |
| 7D | +1.7% | +1.4% | +0.4% | +1.7% |
| 30D | -24.6% | -29.9% | +5.3% | -24.2% |
| 3M | -28.5% | -54.9% | +26.4% | -27.9% |
| 6M | -34.8% | -99.7% | +64.8% | -31.1% |
| YTD | +5.9% | -99.9% | +105.8% | +13.3% |
| 1Y | +6.8% | -99.9% | +106.7% | +15.0% |
| 3Y | +161.1% | -100.0% | +261.1% | +194.3% |
| 5Y | +213.4% | -100.0% | +313.4% | +258.4% |
| All | +429.1% | -100.0% | +529.1% | +599.7% |
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