+548.8%
PLTR vs CTAS
+110.0%
+438.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | 0.0% | +1.0% | -0.9% | -0.6% |
| 30D | -3.3% | -1.1% | -2.2% | -2.5% |
| 3M | +28.4% | +11.5% | +16.9% | +16.7% |
| 6M | +8.4% | +0.2% | +8.2% | +6.8% |
| YTD | -4.6% | +7.2% | -11.8% | -11.8% |
| 1Y | +4.4% | 0.0% | +4.4% | +1.8% |
| 3Y | +1,020.5% | +65.9% | +954.6% | +499.8% |
| 5Y | +548.8% | +109.6% | +439.2% | +147.6% |
| All | +548.8% | +110.0% | +438.8% | +147.6% |
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