+43.9%
ZM vs CART
+40.2%
+3.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +2.0% |
| 7D | +11.0% | +1.3% | +9.7% | +10.8% |
| 30D | +5.6% | +19.2% | -13.5% | +2.1% |
| 3M | -9.1% | +17.6% | -26.7% | -12.1% |
| 6M | -2.6% | +47.4% | -49.9% | -9.7% |
| YTD | +15.7% | +30.9% | -15.2% | +8.9% |
| 1Y | +18.8% | +46.0% | -27.2% | +9.9% |
| 3Y | +62.2% | +130.3% | -68.1% | +35.0% |
| All | +43.9% | +40.2% | +3.8% | +22.7% |
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