+564.1%
CAT vs ZM
+48.4%
+515.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.9% | +1.1% |
| 7D | +5.6% | +1.6% | +3.9% | +5.5% |
| 30D | -2.3% | -7.7% | +5.4% | -2.3% |
| 3M | -10.0% | -4.7% | -5.4% | -9.9% |
| 6M | +21.2% | +24.4% | -3.2% | +20.7% |
| YTD | +44.4% | +11.8% | +32.7% | +44.0% |
| 1Y | +96.3% | +13.4% | +82.9% | +95.6% |
| 3Y | +203.9% | +33.8% | +170.1% | +201.7% |
| 5Y | +333.5% | -67.2% | +400.6% | +299.3% |
| All | +564.1% | +48.4% | +515.8% | +529.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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