+183.3%
CAT vs ZM
-65.8%
+249.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -10.3% | -5.9% | -4.4% | -9.6% |
| 30D | -31.2% | -5.2% | -26.0% | -30.7% |
| 3M | -34.7% | -11.3% | -23.4% | -33.9% |
| 6M | -39.5% | -14.5% | -25.0% | -38.6% |
| YTD | -1.7% | +4.2% | -5.8% | -3.6% |
| 1Y | -1.1% | +9.3% | -10.4% | -3.8% |
| 3Y | +143.9% | +45.4% | +98.5% | +126.9% |
| All | +183.3% | -65.8% | +249.0% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling