+73.5%
CART vs ZCMD
-100.0%
+173.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +1.2% |
| 30D | +17.8% | -28.5% | +46.2% | +17.7% |
| 3M | +20.7% | -56.5% | +77.2% | +20.6% |
| 6M | +49.7% | -99.7% | +149.4% | +50.1% |
| YTD | +30.0% | -99.9% | +129.9% | +30.4% |
| 1Y | +48.4% | -99.9% | +148.3% | +48.6% |
| 3Y | +132.0% | -100.0% | +232.0% | +119.0% |
| All | +73.5% | -100.0% | +173.5% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling