+71.5%
CART vs Z
-35.5%
+107.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.6% | +8.2% | -0.3% |
| 7D | +1.2% | -2.3% | +3.4% | +1.4% |
| 30D | +27.1% | +9.4% | +17.7% | +24.3% |
| 3M | +27.4% | -16.1% | +43.5% | +30.9% |
| 6M | +32.1% | -30.4% | +62.6% | +39.5% |
| YTD | +28.5% | -55.6% | +84.1% | +46.2% |
| 1Y | +58.8% | -58.5% | +117.3% | +82.5% |
| 3Y | +114.8% | -19.6% | +134.4% | +95.4% |
| All | +71.5% | -35.5% | +107.0% | +69.7% |
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