+426.7%
CAT vs ZCMD
-100.0%
+526.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +7.2% |
| 7D | -2.4% | +9.1% | -11.5% | -2.5% |
| 30D | -25.0% | -37.1% | +12.1% | -24.6% |
| 3M | -28.7% | -53.7% | +25.0% | -28.1% |
| 6M | -33.0% | -99.7% | +66.7% | -29.1% |
| YTD | +5.4% | -99.9% | +105.3% | +12.8% |
| 1Y | +7.3% | -99.9% | +107.2% | +15.4% |
| 3Y | +166.0% | -100.0% | +266.0% | +199.9% |
| 5Y | +210.1% | -100.0% | +310.1% | +254.1% |
| All | +426.7% | -100.0% | +526.7% | +596.2% |
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