+95.4%
CAT vs ZS
-37.1%
+132.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.3% |
| 7D | +1.7% | -7.8% | +9.5% | +1.0% |
| 30D | -6.6% | +5.0% | -11.6% | -5.9% |
| 3M | -13.3% | +25.5% | -38.8% | -10.9% |
| 6M | +11.6% | +8.7% | +2.9% | +16.8% |
| YTD | +42.9% | -24.5% | +67.5% | +51.9% |
| 1Y | +95.4% | -36.7% | +132.1% | +102.8% |
| All | +95.4% | -37.1% | +132.5% | +102.8% |
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