+48.4%
CART vs ZYBT
-29.9%
+78.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.7% |
| 7D | +1.2% | +8.7% | -7.5% | +1.2% |
| 30D | +17.8% | +1.4% | +16.4% | +17.8% |
| 3M | +20.7% | -3.2% | +23.9% | +20.7% |
| 6M | +49.7% | +48.5% | +1.2% | +47.4% |
| YTD | +30.0% | +30.4% | -0.4% | +30.0% |
| 1Y | +48.4% | -30.6% | +78.9% | +67.8% |
| All | +48.4% | -29.9% | +78.3% | +67.8% |
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