+25.0%
ZS vs CART
+40.2%
-15.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -13.7% | -0.6% | -13.1% | -13.5% |
| 30D | -14.2% | +23.1% | -37.2% | -18.1% |
| 3M | +8.5% | +19.2% | -10.7% | +4.1% |
| 6M | +30.2% | +45.7% | -15.5% | +19.4% |
| YTD | -13.8% | +30.9% | -44.7% | -20.1% |
| 1Y | -41.5% | +50.2% | -91.7% | -47.0% |
| 3Y | +10.7% | +133.5% | -122.8% | -5.4% |
| All | +25.0% | +40.2% | -15.2% | +5.7% |
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