+43.2%
CTSH vs CARR
+436.5%
-393.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.6% |
| 7D | -5.5% | +3.2% | -8.7% | -6.2% |
| 30D | +4.5% | -7.7% | +12.2% | +6.4% |
| 3M | +13.7% | -11.9% | +25.7% | +15.9% |
| 6M | -8.4% | +2.0% | -10.4% | -11.2% |
| YTD | -26.5% | +13.2% | -39.7% | -31.0% |
| 1Y | -13.9% | -8.5% | -5.4% | -14.3% |
| 3Y | -11.3% | +5.0% | -16.3% | -16.7% |
| 5Y | -14.8% | +12.0% | -26.8% | -24.5% |
| All | +43.2% | +436.5% | -393.2% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling