+6.8%
CAT vs ZCMD
-99.9%
+106.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -24.3% |
| 3M | -28.5% | -54.9% | +26.4% | -28.0% |
| 6M | -34.8% | -99.7% | +64.8% | -28.3% |
| YTD | +5.9% | -99.9% | +105.8% | +19.2% |
| 1Y | +6.8% | -99.9% | +106.7% | +23.6% |
| All | +6.8% | -99.9% | +106.7% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling