+74.7%
CART vs ZBRA
+29.5%
+45.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | +23.1% | -15.6% | +38.7% | +26.7% |
| 3M | +19.2% | -14.5% | +33.7% | +22.3% |
| 6M | +45.7% | +50.9% | -5.2% | +32.8% |
| YTD | +30.9% | +34.8% | -4.0% | +21.2% |
| 1Y | +50.2% | +28.3% | +21.9% | +40.5% |
| 3Y | +133.5% | +58.8% | +74.7% | +78.0% |
| All | +74.7% | +29.5% | +45.2% | +55.4% |
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