+29.6%
ZM vs CART
+38.4%
-8.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -5.9% | +3.0% | -8.8% | -6.4% |
| 30D | -5.2% | +28.6% | -33.7% | -9.7% |
| 3M | -11.3% | +29.1% | -40.3% | -15.6% |
| 6M | -14.5% | +44.7% | -59.2% | -20.5% |
| YTD | +4.2% | +29.2% | -25.1% | -1.7% |
| 1Y | +9.3% | +66.2% | -56.8% | -0.7% |
| 3Y | +45.4% | +112.8% | -67.4% | +22.4% |
| All | +29.6% | +38.4% | -8.8% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling