+72.5%
CART vs ZBH
-10.8%
+83.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +3.0% | +11.7% | -8.8% | +1.3% |
| 30D | +28.6% | +19.3% | +9.2% | +25.3% |
| 3M | +29.1% | +8.9% | +20.1% | +27.2% |
| 6M | +44.7% | +28.2% | +16.6% | +40.0% |
| YTD | +29.2% | +18.4% | +10.8% | +26.1% |
| 1Y | +66.2% | +20.6% | +45.6% | +61.8% |
| 3Y | +112.8% | -0.6% | +113.4% | +97.5% |
| All | +72.5% | -10.8% | +83.2% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling