+8.9%
CAT vs ZETA
+84.8%
-75.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.8% | -5.3% |
| 7D | -17.1% | -5.0% | -12.1% | -16.9% |
| 30D | -30.1% | -3.3% | -26.8% | -30.0% |
| 3M | -32.4% | +31.0% | -63.4% | -33.2% |
| 6M | -32.1% | +72.2% | -104.3% | -34.2% |
| YTD | +4.1% | +56.2% | -52.1% | +1.4% |
| 1Y | +8.9% | +90.3% | -81.4% | +0.9% |
| All | +8.9% | +84.8% | -75.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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