-31.2%
INFY vs CART
+14.3%
-45.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -4.1% |
| 7D | -7.2% | -4.1% | -3.2% | -6.7% |
| 30D | -11.2% | -4.3% | -6.8% | -10.7% |
| 3M | -7.4% | +13.1% | -20.5% | -8.9% |
| 6M | -21.3% | +26.0% | -47.3% | -23.7% |
| YTD | -36.2% | +6.7% | -42.9% | -37.3% |
| 1Y | -31.3% | +6.3% | -37.5% | -32.6% |
| All | -31.2% | +14.3% | -45.5% | -37.2% |
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 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