+51.5%
CART vs Z
-26.4%
+77.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.9% |
| 7D | +1.0% | -3.0% | +4.0% | +1.6% |
| 30D | +12.6% | -4.2% | +16.8% | +13.3% |
| 3M | +23.1% | -3.7% | +26.8% | +23.5% |
| 6M | +39.5% | -24.5% | +64.0% | +45.2% |
| YTD | +13.5% | -49.3% | +62.8% | +26.6% |
| 1Y | +14.9% | -58.7% | +73.5% | +32.1% |
| All | +51.5% | -26.4% | +77.9% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling