+191.4%
CAT vs ZETA
+259.8%
-68.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.5% | +2.7% | +6.8% |
| 7D | -2.4% | +6.2% | -8.6% | -2.9% |
| 30D | -25.0% | -2.0% | -23.0% | -24.9% |
| 3M | -28.7% | +21.7% | -50.4% | -30.1% |
| 6M | -33.0% | +89.1% | -122.1% | -37.6% |
| YTD | +5.4% | +59.3% | -53.9% | -0.8% |
| 1Y | +7.3% | +66.2% | -58.9% | +0.4% |
| 3Y | +166.0% | +297.3% | -131.3% | +118.7% |
| 5Y | +210.1% | +227.5% | -17.4% | +149.3% |
| All | +191.4% | +259.8% | -68.4% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling