+72.5%
CART vs ZCMD
-100.0%
+172.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | +3.0% | -4.4% | +7.4% | +3.0% |
| 30D | +28.6% | -43.0% | +71.5% | +28.5% |
| 3M | +29.1% | -54.9% | +83.9% | +29.0% |
| 6M | +44.7% | -99.8% | +144.5% | +45.2% |
| YTD | +29.2% | -99.9% | +129.1% | +29.6% |
| 1Y | +66.2% | -99.9% | +166.1% | +66.4% |
| 3Y | +112.8% | -100.0% | +212.8% | +102.2% |
| All | +72.5% | -100.0% | +172.5% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling