-49.1%
ZTS vs CART
+112.9%
-162.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | -0.4% | +3.0% | -3.4% | -0.5% |
| 30D | +11.7% | +28.6% | -16.8% | +10.0% |
| 3M | +3.5% | +29.1% | -25.6% | +1.8% |
| 6M | -27.6% | +44.7% | -72.3% | -29.3% |
| YTD | -35.5% | +29.2% | -64.7% | -36.8% |
| 1Y | -32.1% | +66.2% | -98.2% | -34.2% |
| 3Y | -49.1% | +112.8% | -161.9% | -52.0% |
| All | -49.1% | +112.9% | -162.0% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling