-26.7%
ZTS vs CART
+61.3%
-88.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +7.3% |
| 7D | +15.4% | +1.4% | +14.1% | +15.3% |
| 30D | +25.8% | +29.7% | -3.9% | +22.2% |
| 3M | +18.1% | +29.7% | -11.6% | +14.7% |
| 6M | -19.7% | +36.8% | -56.5% | -23.0% |
| YTD | -27.5% | +31.7% | -59.2% | -31.1% |
| 1Y | -26.7% | +62.4% | -89.1% | -34.5% |
| All | -26.7% | +61.3% | -88.0% | -34.5% |
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