+8.9%
CAT vs ZYBT
-42.3%
+51.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.5% | -5.2% |
| 7D | -17.1% | -3.5% | -13.6% | -17.1% |
| 30D | -30.1% | +15.1% | -45.2% | -30.1% |
| 3M | -32.4% | +7.0% | -39.4% | -32.3% |
| 6M | -32.1% | +37.7% | -69.8% | -30.1% |
| YTD | +4.1% | +19.1% | -15.0% | +5.5% |
| 1Y | +8.9% | -38.3% | +47.2% | +12.8% |
| All | +8.9% | -42.3% | +51.2% | +12.8% |
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