+11.6%
CAT vs ZS
+9.6%
+2.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.1% |
| 7D | +1.7% | -7.8% | +9.5% | +0.7% |
| 30D | -6.6% | +5.0% | -11.6% | -5.5% |
| 3M | -13.3% | +25.5% | -38.8% | -9.4% |
| 6M | +11.6% | +8.7% | +2.9% | +21.6% |
| All | +11.6% | +9.6% | +2.0% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling