-47.3%
ZTS vs CART
+111.7%
-159.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.4% | -5.5% | -7.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | +15.9% | +27.1% | -11.2% | +14.2% |
| 3M | +11.1% | +27.4% | -16.3% | +9.5% |
| 6M | -26.0% | +32.1% | -58.2% | -27.4% |
| YTD | -33.3% | +28.5% | -61.7% | -34.6% |
| 1Y | -30.3% | +58.8% | -89.1% | -32.3% |
| All | -47.3% | +111.7% | -159.0% | -50.3% |
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