-12.2%
CTSH vs PLUG
-96.5%
+84.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.0% | +11.2% | +2.6% |
| 7D | +1.8% | -3.2% | +5.0% | +1.9% |
| 30D | +9.8% | -18.7% | +28.5% | +10.8% |
| 3M | +12.1% | -35.3% | +47.4% | +14.3% |
| 6M | +27.4% | -56.2% | +83.7% | +31.9% |
| YTD | -20.3% | -30.7% | +10.4% | -20.7% |
| 1Y | -8.8% | -46.7% | +37.9% | -7.9% |
| 3Y | +4.0% | -61.3% | +65.4% | -0.9% |
| 5Y | -12.2% | -96.6% | +84.4% | +8.2% |
| All | -12.2% | -96.5% | +84.3% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling