+37.8%
CTSH vs PLUG
+25.0%
+12.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.2% | -1.9% |
| 7D | -2.3% | +14.5% | -16.8% | -3.2% |
| 30D | +7.4% | -10.7% | +18.1% | +8.0% |
| 3M | +10.9% | -31.2% | +42.1% | +13.3% |
| 6M | +24.7% | -51.9% | +76.6% | +29.3% |
| YTD | -22.0% | -23.9% | +1.9% | -22.6% |
| 1Y | -11.2% | -43.4% | +32.2% | -10.1% |
| 3Y | +3.9% | -74.7% | +78.6% | +2.2% |
| 5Y | -13.9% | -96.3% | +82.4% | -4.0% |
| 10Y | +37.8% | +20.0% | +17.8% | +16.2% |
| All | +37.8% | +25.0% | +12.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling