+41.4%
ZM vs CART
+40.2%
+1.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +7.8% |
| 7D | +6.8% | -0.6% | +7.4% | +6.9% |
| 30D | +0.1% | +23.1% | -22.9% | -3.9% |
| 3M | -7.5% | +19.2% | -26.7% | -10.7% |
| 6M | -8.4% | +45.7% | -54.1% | -14.9% |
| YTD | +13.7% | +30.9% | -17.2% | +7.0% |
| 1Y | +15.9% | +50.2% | -34.2% | +6.9% |
| 3Y | +58.0% | +133.5% | -75.5% | +31.2% |
| All | +41.4% | +40.2% | +1.3% | +20.6% |
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