+527.0%
CAT vs ZS
+488.9%
+38.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.4% |
| 7D | +5.6% | -9.2% | +14.8% | +6.3% |
| 30D | -2.3% | -4.0% | +1.7% | -2.2% |
| 3M | -10.0% | +25.3% | -35.3% | -12.0% |
| 6M | +21.2% | -1.3% | +22.5% | +19.5% |
| YTD | +44.4% | -28.0% | +72.5% | +46.5% |
| 1Y | +96.3% | -42.5% | +138.8% | +103.4% |
| 3Y | +203.9% | +0.7% | +203.2% | +194.5% |
| 5Y | +333.5% | -42.3% | +375.8% | +323.2% |
| All | +527.0% | +488.9% | +38.1% | +326.9% |
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