-2.5%
CTSH vs CART
+38.4%
-40.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -0.6% | +3.0% | -3.6% | -1.0% |
| 30D | +13.4% | +28.6% | -15.2% | +9.7% |
| 3M | +14.4% | +29.1% | -14.6% | +10.7% |
| 6M | +27.7% | +44.7% | -17.0% | +21.7% |
| YTD | -20.6% | +29.2% | -49.8% | -23.9% |
| 1Y | -9.1% | +66.2% | -75.3% | -15.0% |
| 3Y | +3.1% | +112.8% | -109.7% | -6.1% |
| All | -2.5% | +38.4% | -40.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling