+43.4%
CTSH vs CARR
+421.5%
-378.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.6% |
| 7D | -3.7% | -3.8% | +0.1% | -2.9% |
| 30D | +3.7% | -8.9% | +12.6% | +5.9% |
| 3M | +17.9% | -17.3% | +35.2% | +22.1% |
| 6M | -2.6% | -1.4% | -1.3% | -4.8% |
| YTD | -26.4% | +10.0% | -36.4% | -30.5% |
| 1Y | -13.0% | -6.4% | -6.7% | -14.1% |
| 3Y | -11.2% | +1.5% | -12.7% | -15.9% |
| 5Y | -14.3% | +9.3% | -23.6% | -23.5% |
| All | +43.4% | +421.5% | -378.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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