+8.7%
CART vs ZYBT
-58.4%
+67.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -9.5% | -3.7% | -5.8% | -9.5% |
| 30D | -7.8% | -12.8% | +5.0% | -7.7% |
| 3M | +10.4% | +76.2% | -65.8% | +8.2% |
| 6M | +20.1% | +109.3% | -89.3% | +16.6% |
| YTD | +3.7% | +36.5% | -32.8% | +1.4% |
| 1Y | +2.6% | -84.0% | +86.6% | +4.3% |
| All | +8.7% | -58.4% | +67.0% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling