+49.2%
CART vs ZBRA
+24.6%
+24.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.3% | -2.5% | +2.7% | +0.4% |
| 30D | +22.4% | -17.0% | +39.4% | +23.5% |
| 3M | +15.6% | -15.0% | +30.6% | +16.5% |
| 6M | +44.9% | +42.2% | +2.7% | +44.4% |
| YTD | +30.0% | +32.4% | -2.4% | +29.0% |
| All | +49.2% | +24.6% | +24.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling