+1.8%
CTSH vs CART
+137.7%
-135.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -2.3% | +1.5% | -3.8% | -2.5% |
| 30D | +7.4% | +22.4% | -15.0% | +4.3% |
| 3M | +10.9% | +16.5% | -5.6% | +8.3% |
| 6M | +24.7% | +44.9% | -20.2% | +18.0% |
| YTD | -22.0% | +30.0% | -52.0% | -25.6% |
| 1Y | -11.2% | +59.1% | -70.2% | -17.3% |
| All | +1.8% | +137.7% | -135.9% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling