+32.1%
CART vs Z
-31.8%
+63.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.6% | +8.2% | +0.6% |
| 7D | +1.2% | -2.3% | +3.4% | +1.5% |
| 30D | +27.1% | +9.4% | +17.7% | +22.2% |
| 3M | +27.4% | -16.1% | +43.5% | +32.3% |
| 6M | +32.1% | -30.4% | +62.6% | +30.3% |
| All | +32.1% | -31.8% | +63.9% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling