+130.3%
CAT vs ZYBT
-58.9%
+189.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | +0.6% | -3.7% | +4.3% | +0.6% |
| 30D | -4.3% | 0.0% | -4.3% | -4.3% |
| 3M | -8.6% | +72.2% | -80.9% | -7.5% |
| 6M | +16.1% | +103.1% | -87.0% | +16.2% |
| YTD | +43.8% | +34.8% | +9.0% | +45.1% |
| 1Y | +91.5% | -83.2% | +174.6% | +100.7% |
| All | +130.3% | -58.9% | +189.2% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling