+614.2%
CAT vs ZCMD
-100.0%
+714.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.5% | +1.8% |
| 7D | +1.7% | -8.0% | +9.7% | +1.8% |
| 30D | -6.6% | -27.9% | +21.3% | -6.2% |
| 3M | -13.3% | -74.6% | +61.3% | -13.6% |
| 6M | +11.6% | -99.5% | +111.1% | +17.2% |
| YTD | +42.9% | -99.7% | +142.7% | +52.0% |
| 1Y | +95.4% | -99.9% | +195.3% | +110.2% |
| 3Y | +196.6% | -100.0% | +296.6% | +234.2% |
| 5Y | +321.7% | -100.0% | +421.6% | +375.9% |
| All | +614.2% | -100.0% | +714.2% | +838.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling