+40.2%
CART vs ZCMD
-100.0%
+140.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | -8.7% | -2.0% | -6.6% | -8.7% |
| 30D | -4.4% | -19.8% | +15.5% | -4.4% |
| 3M | +14.6% | -62.1% | +76.7% | +14.9% |
| 6M | +24.4% | -99.5% | +123.9% | +24.7% |
| YTD | +5.0% | -99.7% | +104.8% | +5.4% |
| 1Y | +0.5% | -99.9% | +100.4% | +0.6% |
| All | +40.2% | -100.0% | +140.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZCMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling