+7,376.9%
CTSH vs PLUG
-98.6%
+7,475.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.8% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +12.4% | +3.3% | +9.0% | +12.0% |
| 3M | +17.4% | -39.7% | +57.1% | +21.7% |
| 6M | -3.1% | -12.5% | +9.4% | -3.7% |
| YTD | -23.6% | +10.2% | -33.7% | -26.1% |
| 1Y | -10.8% | +50.7% | -61.5% | -17.6% |
| 3Y | -8.3% | -74.5% | +66.2% | -10.1% |
| 5Y | -11.3% | -91.8% | +80.5% | -7.9% |
| 10Y | +22.6% | +43.7% | -21.1% | -14.7% |
| All | +7,376.9% | -98.6% | +7,475.5% | +4,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling