+362.5%
CAT vs ZS
+602.6%
-240.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +9.3% | -5.2% | +14.6% | +9.8% |
| 30D | -21.5% | -15.5% | -6.0% | -20.5% |
| 3M | -29.1% | +9.0% | -38.1% | -29.8% |
| 6M | -33.4% | +32.2% | -65.5% | -35.8% |
| YTD | +6.6% | -14.1% | +20.6% | +6.3% |
| 1Y | +6.5% | -39.1% | +45.6% | +10.1% |
| 3Y | +162.7% | +10.4% | +152.3% | +152.4% |
| 5Y | +214.2% | -44.6% | +258.9% | +207.3% |
| All | +362.5% | +602.6% | -240.1% | +209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling