+72.5%
CART vs ZBRA
+27.3%
+45.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.0% | -10.9% | +13.8% | +5.0% |
| 30D | +28.6% | -16.6% | +45.1% | +32.6% |
| 3M | +29.1% | -11.6% | +40.7% | +31.7% |
| 6M | +44.7% | +40.2% | +4.6% | +33.9% |
| YTD | +29.2% | +32.6% | -3.4% | +20.0% |
| 1Y | +66.2% | +24.7% | +41.5% | +56.4% |
| 3Y | +112.8% | +56.3% | +56.5% | +62.9% |
| All | +72.5% | +27.3% | +45.2% | +53.9% |
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