-2.1%
CTSH vs CART
+39.2%
-41.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | +0.3% | +1.6% | +1.8% |
| 30D | +9.8% | +22.4% | -12.6% | +6.9% |
| 3M | +12.1% | +15.6% | -3.5% | +9.9% |
| 6M | +27.4% | +44.9% | -17.5% | +21.4% |
| YTD | -20.3% | +30.0% | -50.3% | -23.6% |
| 1Y | -8.8% | +56.6% | -65.4% | -14.2% |
| 3Y | +4.0% | +131.9% | -127.9% | -5.2% |
| All | -2.1% | +39.2% | -41.3% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling