+597.7%
PLTR vs CTAS
+114.0%
+483.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | -19.1% | +10.3% | -29.3% | -25.2% |
| 3M | -1.6% | +10.2% | -11.8% | -9.3% |
| 6M | +22.8% | +34.4% | -11.6% | -4.8% |
| YTD | -4.8% | +19.6% | -24.4% | -19.6% |
| 1Y | -4.9% | +21.8% | -26.7% | -21.2% |
| 3Y | +826.1% | +74.1% | +752.0% | +382.3% |
| 5Y | +597.7% | +114.0% | +483.7% | +153.8% |
| All | +597.7% | +114.0% | +483.8% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling