+333.5%
CAT vs ZCMD
-100.0%
+433.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.6% | -1.4% | +7.0% | +5.6% |
| 30D | -2.3% | -21.6% | +19.2% | -2.2% |
| 3M | -10.0% | -67.4% | +57.4% | -10.4% |
| 6M | +21.2% | -99.4% | +120.7% | +24.4% |
| YTD | +44.4% | -99.7% | +144.2% | +48.9% |
| 1Y | +96.3% | -99.9% | +196.2% | +103.1% |
| 3Y | +203.9% | -100.0% | +303.9% | +216.3% |
| 5Y | +333.5% | -100.0% | +433.5% | +334.3% |
| All | +333.5% | -100.0% | +433.5% | +334.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling