-10.0%
PLTR vs CTAS
+25.6%
-35.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.4% |
| 7D | -12.8% | +7.6% | -20.4% | -13.6% |
| 30D | -9.3% | +17.2% | -26.6% | -11.4% |
| 3M | +5.6% | +12.8% | -7.2% | +3.7% |
| 6M | +17.6% | +38.0% | -20.4% | +11.7% |
| YTD | -3.4% | +22.7% | -26.1% | -6.9% |
| 1Y | -10.0% | +25.6% | -35.6% | -12.9% |
| All | -10.0% | +25.6% | -35.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling