+6.3%
CART vs ZCMD
-99.9%
+106.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -6.0% |
| 7D | -4.1% | -1.4% | -2.7% | -4.1% |
| 30D | -4.3% | -21.6% | +17.2% | -4.3% |
| 3M | +13.1% | -67.4% | +80.5% | +13.3% |
| 6M | +26.0% | -99.4% | +125.5% | +28.7% |
| YTD | +6.7% | -99.7% | +106.5% | +11.2% |
| 1Y | +6.3% | -99.9% | +106.2% | +10.0% |
| All | +6.3% | -99.9% | +106.2% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling