-32.1%
ZTS vs CART
+60.1%
-92.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -0.4% | +3.0% | -3.4% | -0.6% |
| 30D | +11.7% | +28.6% | -16.8% | +8.7% |
| 3M | +3.5% | +29.1% | -25.6% | +0.6% |
| 6M | -27.6% | +44.7% | -72.3% | -30.7% |
| YTD | -35.5% | +29.2% | -64.7% | -38.7% |
| 1Y | -32.1% | +66.2% | -98.2% | -39.5% |
| All | -32.1% | +60.1% | -92.2% | -39.5% |
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