+42.4%
CART vs ZBRA
+39.4%
+3.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -5.5% |
| 7D | -4.1% | +2.6% | -6.7% | -4.5% |
| 30D | -4.3% | -6.4% | +2.0% | -3.2% |
| 3M | +13.1% | +51.3% | -38.2% | +3.8% |
| 6M | +26.0% | +60.5% | -34.5% | +13.6% |
| YTD | +6.7% | +45.2% | -38.5% | -2.2% |
| 1Y | +6.3% | +12.3% | -6.1% | +3.3% |
| All | +42.4% | +39.4% | +3.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling