+6.3%
CART vs ZBRA
+12.3%
-6.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -5.8% |
| 7D | -4.1% | +2.6% | -6.7% | -4.2% |
| 30D | -4.3% | -6.4% | +2.0% | -3.9% |
| 3M | +13.1% | +51.3% | -38.2% | +10.0% |
| 6M | +26.0% | +60.5% | -34.5% | +22.2% |
| YTD | +6.7% | +45.2% | -38.5% | +3.7% |
| 1Y | +6.3% | +12.3% | -6.1% | +5.3% |
| All | +6.3% | +12.3% | -6.1% | +5.3% |
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