+128.8%
CART vs ZBH
+1.0%
+127.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | +1.2% | -2.1% | +3.3% | +1.4% |
| 30D | +17.8% | +13.6% | +4.2% | +16.4% |
| 3M | +20.7% | +7.1% | +13.6% | +19.7% |
| 6M | +49.7% | +26.1% | +23.6% | +47.3% |
| YTD | +30.0% | +17.2% | +12.8% | +28.5% |
| 1Y | +48.4% | +17.4% | +31.0% | +46.6% |
| All | +128.8% | +1.0% | +127.8% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling