+126.5%
CAT vs ZYBT
-57.8%
+184.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +0.6% | -2.5% | +3.1% | +0.6% |
| 30D | -4.5% | -1.2% | -3.3% | -4.5% |
| 3M | -5.8% | +76.7% | -82.5% | -4.6% |
| 6M | +12.7% | +103.6% | -90.8% | +12.9% |
| YTD | +41.4% | +38.3% | +3.1% | +42.7% |
| 1Y | +92.1% | -84.7% | +176.8% | +101.9% |
| All | +126.5% | -57.8% | +184.3% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling