-7.6%
CTSH vs CART
+61.3%
-68.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | -0.9% | +1.4% | -2.2% | -1.1% |
| 30D | +13.1% | +29.7% | -16.6% | +7.0% |
| 3M | +17.9% | +29.7% | -11.8% | +11.6% |
| 6M | +28.5% | +36.8% | -8.3% | +19.8% |
| YTD | -19.3% | +31.7% | -51.0% | -26.1% |
| 1Y | -7.6% | +62.4% | -70.0% | -18.4% |
| All | -7.6% | +61.3% | -68.9% | -18.4% |
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