+96.8%
CAT vs ZS
-41.0%
+137.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.6% |
| 7D | +2.9% | -3.8% | +6.8% | +2.6% |
| 30D | -2.6% | -6.0% | +3.4% | -3.0% |
| 3M | -10.7% | +32.0% | -42.7% | -7.8% |
| 6M | +16.1% | +2.1% | +14.0% | +21.5% |
| YTD | +43.2% | -26.2% | +69.4% | +52.2% |
| 1Y | +96.8% | -41.2% | +138.0% | +104.9% |
| All | +96.8% | -41.0% | +137.8% | +104.9% |
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 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