+73.5%
CART vs Z
-34.7%
+108.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -0.2% |
| 7D | +1.5% | -5.2% | +6.7% | +2.4% |
| 30D | +22.4% | +5.7% | +16.7% | +20.5% |
| 3M | +16.5% | -8.7% | +25.3% | +17.9% |
| 6M | +44.9% | -26.0% | +70.9% | +51.5% |
| YTD | +30.0% | -55.0% | +85.0% | +47.5% |
| 1Y | +59.1% | -58.0% | +117.1% | +82.3% |
| 3Y | +138.8% | -15.2% | +154.0% | +111.2% |
| All | +73.5% | -34.7% | +108.2% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling