+6.0%
CTSH vs CART
+111.7%
-105.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.5% |
| 7D | +6.4% | +1.2% | +5.2% | +6.2% |
| 30D | +16.3% | +27.1% | -10.8% | +12.3% |
| 3M | +20.0% | +27.4% | -7.4% | +15.8% |
| 6M | +29.9% | +32.1% | -2.2% | +24.4% |
| YTD | -18.4% | +28.5% | -46.9% | -22.1% |
| 1Y | -8.9% | +58.8% | -67.7% | -15.1% |
| All | +6.0% | +111.7% | -105.7% | -5.0% |
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