-36.7%
ZS vs CART
+14.4%
-51.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | -7.8% | +1.0% | -8.9% | -8.1% |
| 30D | +5.0% | +12.6% | -7.6% | +0.6% |
| 3M | +25.5% | +23.1% | +2.4% | +16.1% |
| 6M | +8.7% | +39.5% | -30.8% | -3.7% |
| YTD | -24.5% | +13.5% | -38.0% | -32.1% |
| 1Y | -36.7% | +14.9% | -51.6% | -43.7% |
| All | -36.7% | +14.4% | -51.1% | -43.7% |
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 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