+90.3%
ZETA vs CART
+61.3%
+29.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.1% | +2.0% |
| 7D | -5.0% | +1.4% | -6.4% | -5.5% |
| 30D | -3.3% | +29.7% | -33.0% | -13.8% |
| 3M | +31.0% | +29.7% | +1.3% | +15.4% |
| 6M | +72.2% | +36.8% | +35.4% | +46.9% |
| YTD | +56.2% | +31.7% | +24.5% | +26.7% |
| 1Y | +90.3% | +62.4% | +27.9% | +49.9% |
| All | +90.3% | +61.3% | +29.0% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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