+27.5%
ZS vs CART
+38.4%
-10.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | -16.9% | +3.0% | -19.8% | -17.4% |
| 30D | -7.4% | +28.6% | -36.0% | -12.5% |
| 3M | +21.6% | +29.1% | -7.5% | +14.5% |
| 6M | +42.4% | +44.7% | -2.3% | +30.6% |
| YTD | -12.1% | +29.2% | -41.3% | -18.3% |
| 1Y | -37.8% | +66.2% | -104.0% | -44.5% |
| 3Y | +20.9% | +112.8% | -91.9% | +3.9% |
| All | +27.5% | +38.4% | -10.9% | +8.1% |
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