+34.8%
CTSH vs PLUG
-25.0%
+59.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.5% | +9.8% | 0.0% |
| 7D | -2.1% | -23.4% | +21.3% | -0.6% |
| 30D | +1.4% | -23.4% | +24.8% | +2.9% |
| 3M | +7.5% | -51.7% | +59.2% | +12.1% |
| 6M | +39.6% | -72.0% | +111.5% | +50.1% |
| YTD | -22.3% | -43.7% | +21.3% | -21.5% |
| 1Y | -12.0% | -55.4% | +43.5% | -9.7% |
| 3Y | +1.8% | -68.0% | +69.8% | -1.7% |
| 5Y | -15.8% | -97.4% | +81.6% | -3.9% |
| All | +34.8% | -25.0% | +59.8% | +21.8% |
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