+281.7%
ZETA vs CART
+112.9%
+168.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.1% |
| 7D | -0.4% | +3.0% | -3.4% | -1.6% |
| 30D | -8.0% | +28.6% | -36.6% | -17.6% |
| 3M | +21.4% | +29.1% | -7.7% | +7.7% |
| 6M | +80.1% | +44.7% | +35.4% | +51.6% |
| YTD | +52.5% | +29.2% | +23.3% | +33.6% |
| 1Y | +58.5% | +66.2% | -7.7% | +24.6% |
| 3Y | +281.7% | +112.8% | +168.9% | +195.4% |
| All | +281.7% | +112.9% | +168.8% | +195.4% |
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