+1,681.1%
PLTR vs CTSH
+1.3%
+1,679.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.5% |
| 7D | -5.1% | -2.3% | -2.8% | -4.2% |
| 30D | -19.1% | +7.4% | -26.5% | -23.6% |
| 3M | -1.6% | +10.9% | -12.6% | -9.4% |
| 6M | +22.8% | +24.7% | -1.9% | +3.6% |
| YTD | -4.8% | -22.0% | +17.2% | +6.8% |
| 1Y | -4.9% | -11.2% | +6.2% | -2.9% |
| 3Y | +826.1% | +3.9% | +822.3% | +732.0% |
| 5Y | +597.7% | -13.9% | +611.7% | +639.3% |
| All | +1,681.1% | +1.3% | +1,679.8% | +1,746.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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