+201.7%
CAT vs ZS
+8.5%
+193.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.0% |
| 7D | +1.7% | -7.8% | +9.5% | +2.2% |
| 30D | -6.6% | +5.0% | -11.6% | -7.0% |
| 3M | -13.3% | +25.5% | -38.8% | -14.8% |
| 6M | +11.6% | +8.7% | +2.9% | +9.5% |
| YTD | +42.9% | -24.5% | +67.5% | +49.8% |
| 1Y | +95.4% | -36.7% | +132.1% | +111.0% |
| All | +201.7% | +8.5% | +193.1% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling