+326.0%
CAT vs ZS
-42.1%
+368.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.1% |
| 7D | +1.7% | -7.8% | +9.5% | +2.4% |
| 30D | -6.6% | +5.0% | -11.6% | -7.1% |
| 3M | -13.3% | +25.5% | -38.8% | -15.2% |
| 6M | +11.6% | +8.7% | +2.9% | +9.0% |
| YTD | +42.9% | -24.5% | +67.5% | +45.5% |
| 1Y | +95.4% | -36.7% | +132.1% | +102.9% |
| 3Y | +196.6% | +7.2% | +189.4% | +185.0% |
| All | +326.0% | -42.1% | +368.1% | +301.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling