+1,684.5%
PLTR vs CTAS
+154.8%
+1,529.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | 0.0% | +1.0% | -0.9% | -0.5% |
| 30D | -3.3% | -1.1% | -2.2% | -2.6% |
| 3M | +28.4% | +11.5% | +16.9% | +19.1% |
| 6M | +8.4% | +0.2% | +8.2% | +7.2% |
| YTD | -4.6% | +7.2% | -11.8% | -10.2% |
| 1Y | +4.4% | 0.0% | +4.4% | +2.5% |
| 3Y | +1,020.5% | +65.9% | +954.6% | +642.6% |
| 5Y | +548.8% | +109.6% | +439.2% | +271.3% |
| All | +1,684.5% | +154.8% | +1,529.7% | +920.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling