+111.6%
CART vs Z
-19.1%
+130.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.6% | +8.2% | -0.4% |
| 7D | +1.2% | -2.3% | +3.4% | +1.4% |
| 30D | +27.1% | +9.4% | +17.7% | +24.4% |
| 3M | +27.4% | -16.1% | +43.5% | +30.7% |
| 6M | +32.1% | -30.4% | +62.6% | +39.0% |
| YTD | +28.5% | -55.6% | +84.1% | +44.9% |
| 1Y | +58.8% | -58.5% | +117.3% | +80.7% |
| All | +111.6% | -19.1% | +130.7% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling