-52.6%
ZTS vs CART
+39.2%
-91.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | +10.8% | +22.4% | -11.6% | +9.4% |
| 3M | +14.1% | +16.5% | -2.5% | +12.9% |
| 6M | +0.8% | +44.9% | -44.1% | -1.7% |
| YTD | -33.1% | +30.0% | -63.1% | -34.5% |
| 1Y | -30.0% | +59.1% | -89.1% | -32.1% |
| 3Y | -49.5% | +138.8% | -188.3% | -53.2% |
| All | -52.6% | +39.2% | -91.7% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling