+72.5%
CART vs Z
-37.1%
+109.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.1% |
| 7D | +3.0% | -4.6% | +7.5% | +3.7% |
| 30D | +28.6% | +8.3% | +20.2% | +25.9% |
| 3M | +29.1% | -11.6% | +40.7% | +31.5% |
| 6M | +44.7% | -33.6% | +78.4% | +54.2% |
| YTD | +29.2% | -56.7% | +85.9% | +47.7% |
| 1Y | +66.2% | -59.1% | +125.3% | +91.5% |
| 3Y | +112.8% | -20.4% | +133.2% | +93.3% |
| All | +72.5% | -37.1% | +109.6% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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