+213.9%
CAT vs ZETA
+281.0%
-67.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.7% |
| 7D | +7.4% | +18.1% | -10.7% | +5.6% |
| 30D | -19.7% | +13.6% | -33.2% | -20.7% |
| 3M | -29.6% | +23.7% | -53.3% | -31.2% |
| 6M | -33.2% | +128.5% | -161.7% | -39.3% |
| YTD | +5.7% | +80.1% | -74.4% | -2.2% |
| 1Y | +9.3% | +98.0% | -88.7% | 0.0% |
| 3Y | +158.3% | +348.6% | -190.3% | +105.2% |
| All | +213.9% | +281.0% | -67.1% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling