+8.9%
CAT vs ZS
-31.8%
+40.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.3% |
| 7D | -17.1% | -12.3% | -4.9% | -18.1% |
| 30D | -30.1% | +11.2% | -41.3% | -29.2% |
| 3M | -32.4% | +37.5% | -69.9% | -29.5% |
| 6M | -32.1% | +57.8% | -90.0% | -26.3% |
| YTD | +4.1% | -0.2% | +4.3% | +14.5% |
| 1Y | +8.9% | -31.6% | +40.5% | +22.8% |
| All | +8.9% | -31.8% | +40.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling