+74.7%
CART vs ZBRA
+28.1%
+46.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.3% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +19.2% | -14.0% | +33.2% | +22.2% |
| 3M | +17.6% | -14.7% | +32.2% | +20.6% |
| 6M | +47.4% | +31.3% | +16.1% | +38.4% |
| YTD | +30.9% | +33.4% | -2.6% | +21.4% |
| 1Y | +46.0% | +34.1% | +11.8% | +35.1% |
| 3Y | +130.3% | +59.9% | +70.4% | +73.8% |
| All | +74.7% | +28.1% | +46.6% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling