+18.8%
ZM vs CART
+49.3%
-30.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.9% |
| 7D | +11.0% | +1.3% | +9.7% | +10.6% |
| 30D | +5.6% | +19.2% | -13.5% | -0.2% |
| 3M | -9.1% | +17.6% | -26.7% | -13.9% |
| 6M | -2.6% | +47.4% | -49.9% | -14.7% |
| YTD | +15.7% | +30.9% | -15.2% | +9.4% |
| 1Y | +18.8% | +46.0% | -27.2% | +6.2% |
| All | +18.8% | +49.3% | -30.5% | +6.2% |
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