+5.8%
CAT vs ZETA
+61.6%
-55.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.5% | +2.7% | +7.0% |
| 7D | -2.4% | +6.2% | -8.6% | -2.6% |
| 30D | -25.0% | -2.0% | -23.0% | -25.0% |
| 3M | -28.7% | +21.7% | -50.4% | -29.1% |
| 6M | -33.0% | +89.1% | -122.1% | -34.9% |
| YTD | +5.4% | +59.3% | -53.9% | +3.7% |
| All | +5.8% | +61.6% | -55.8% | +3.1% |
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