+75.7%
CART vs Z
-27.9%
+103.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.9% | -0.3% |
| 7D | +1.4% | +10.2% | -8.8% | -0.7% |
| 30D | +29.7% | +23.7% | +6.0% | +23.9% |
| 3M | +29.7% | -6.6% | +36.3% | +30.6% |
| 6M | +36.8% | -23.0% | +59.8% | +41.7% |
| YTD | +31.7% | -50.3% | +82.0% | +46.7% |
| 1Y | +62.4% | -53.6% | +116.0% | +82.7% |
| 3Y | +120.1% | -10.1% | +130.1% | +96.1% |
| All | +75.7% | -27.9% | +103.6% | +70.3% |
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 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