+95.4%
CAT vs ZYBT
-83.2%
+178.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.7% |
| 7D | +1.7% | -6.9% | +8.6% | +1.7% |
| 30D | -6.6% | -31.8% | +25.2% | -6.6% |
| 3M | -13.3% | +94.0% | -107.3% | -11.6% |
| 6M | +11.6% | +99.0% | -87.4% | +12.4% |
| YTD | +42.9% | +40.0% | +2.9% | +45.6% |
| 1Y | +95.4% | -79.5% | +175.0% | +108.3% |
| All | +95.4% | -83.2% | +178.6% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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