+295.1%
CAT vs ZETA
+247.9%
+47.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.1% |
| 7D | +1.7% | +2.7% | -0.9% | +1.4% |
| 30D | -6.6% | +15.8% | -22.4% | -8.0% |
| 3M | -13.3% | +35.4% | -48.7% | -16.1% |
| 6M | +11.6% | +67.1% | -55.5% | +5.1% |
| YTD | +42.9% | +54.1% | -11.1% | +35.1% |
| 1Y | +95.4% | +67.8% | +27.6% | +82.2% |
| 3Y | +196.6% | +311.4% | -114.8% | +143.1% |
| 5Y | +321.7% | +324.8% | -3.1% | +238.9% |
| All | +295.1% | +247.9% | +47.1% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling