+38.4%
CART vs ZCMD
-100.0%
+138.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -2.8% |
| 7D | -9.5% | -4.1% | -5.4% | -9.5% |
| 30D | -7.8% | -22.7% | +15.0% | -7.8% |
| 3M | +10.4% | -62.5% | +72.9% | +10.7% |
| 6M | +20.1% | -99.5% | +119.5% | +20.4% |
| YTD | +3.7% | -99.7% | +103.4% | +4.1% |
| 1Y | +2.6% | -99.9% | +102.5% | +2.6% |
| All | +38.4% | -100.0% | +138.4% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling