-10.8%
CTSH vs CART
+14.4%
-25.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | -2.7% | +1.0% | -3.8% | -2.9% |
| 30D | +12.4% | +12.6% | -0.3% | +10.1% |
| 3M | +17.4% | +23.1% | -5.7% | +12.9% |
| 6M | -3.1% | +39.5% | -42.6% | -9.6% |
| YTD | -23.6% | +13.5% | -37.1% | -26.8% |
| 1Y | -10.8% | +14.9% | -25.7% | -15.5% |
| All | -10.8% | +14.4% | -25.3% | -15.5% |
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