+521.7%
CAT vs ZS
+504.0%
+17.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | +2.9% | -3.8% | +6.8% | +3.2% |
| 30D | -2.6% | -6.0% | +3.4% | -2.3% |
| 3M | -10.7% | +32.0% | -42.7% | -13.0% |
| 6M | +16.1% | +2.1% | +14.0% | +14.2% |
| YTD | +43.2% | -26.2% | +69.4% | +45.0% |
| 1Y | +96.8% | -41.2% | +138.0% | +103.6% |
| 3Y | +201.4% | +3.3% | +198.0% | +191.4% |
| 5Y | +332.7% | -40.7% | +373.4% | +321.5% |
| All | +521.7% | +504.0% | +17.7% | +322.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling