+10.3%
ZM vs CART
+51.1%
-40.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.9% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | -6.2% | +22.4% | -28.6% | -12.1% |
| 3M | -12.2% | +16.5% | -28.8% | -16.6% |
| 6M | -16.0% | +44.9% | -60.9% | -26.0% |
| YTD | +6.3% | +30.0% | -23.7% | 0.0% |
| All | +10.3% | +51.1% | -40.8% | -9.5% |
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