+262.5%
ZETA vs CART
+111.7%
+150.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.4% | -4.9% | -6.3% |
| 7D | -10.0% | +1.2% | -11.2% | -10.4% |
| 30D | -10.6% | +27.1% | -37.7% | -19.5% |
| 3M | +8.9% | +27.4% | -18.6% | -2.9% |
| 6M | +65.1% | +32.1% | +33.0% | +44.4% |
| YTD | +44.8% | +28.5% | +16.3% | +27.2% |
| 1Y | +47.8% | +58.8% | -11.0% | +18.4% |
| All | +262.5% | +111.7% | +150.8% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling