+160.5%
CAT vs ZETA
+356.2%
-195.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.7% |
| 7D | +9.3% | +26.5% | -17.1% | +6.7% |
| 30D | -21.5% | +10.3% | -31.8% | -22.3% |
| 3M | -29.1% | +30.5% | -59.6% | -31.1% |
| 6M | -33.4% | +129.4% | -162.7% | -39.5% |
| YTD | +6.6% | +83.1% | -76.6% | -1.6% |
| 1Y | +6.5% | +82.1% | -75.5% | -1.7% |
| All | +160.5% | +356.2% | -195.7% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling