+62.4%
CART vs ZYBT
-42.3%
+104.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.6% |
| 7D | +1.4% | -3.5% | +4.9% | +1.4% |
| 30D | +29.7% | +15.1% | +14.5% | +29.6% |
| 3M | +29.7% | +7.0% | +22.7% | +29.6% |
| 6M | +36.8% | +37.7% | -0.9% | +35.0% |
| YTD | +31.7% | +19.1% | +12.5% | +32.1% |
| 1Y | +62.4% | -38.3% | +100.7% | +84.3% |
| All | +62.4% | -42.3% | +104.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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