+0.2%
CTSH vs CART
+37.6%
-37.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.4% |
| 7D | +6.4% | +1.2% | +5.2% | +6.3% |
| 30D | +16.3% | +27.1% | -10.8% | +12.7% |
| 3M | +20.0% | +27.4% | -7.4% | +16.3% |
| 6M | +29.9% | +32.1% | -2.2% | +25.0% |
| YTD | -18.4% | +28.5% | -46.9% | -21.7% |
| 1Y | -8.9% | +58.8% | -67.7% | -14.4% |
| 3Y | +6.0% | +114.8% | -108.8% | -3.3% |
| All | +0.2% | +37.6% | -37.4% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling