-29.3%
ZTS vs CART
+49.3%
-78.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | +5.6% | +1.3% | +4.3% | +5.4% |
| 30D | +12.1% | +19.2% | -7.1% | +10.0% |
| 3M | +11.3% | +17.6% | -6.3% | +9.2% |
| 6M | +14.3% | +47.4% | -33.1% | +8.9% |
| YTD | -31.9% | +30.9% | -62.8% | -35.6% |
| 1Y | -29.3% | +46.0% | -75.2% | -33.0% |
| All | -29.3% | +49.3% | -78.5% | -33.0% |
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