+63.0%
ZETA vs CART
+51.1%
+11.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.2% |
| 7D | +6.2% | +1.5% | +4.7% | +5.7% |
| 30D | -2.0% | +22.4% | -24.4% | -10.5% |
| 3M | +21.7% | +16.5% | +5.2% | +12.9% |
| 6M | +89.1% | +44.9% | +44.3% | +56.6% |
| YTD | +59.3% | +30.0% | +29.3% | +29.4% |
| All | +63.0% | +51.1% | +11.9% | +22.2% |
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