+1,692.6%
PLTR vs CTSH
-4.6%
+1,697.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | 0.0% |
| 7D | -5.3% | -5.5% | +0.1% | -2.0% |
| 30D | -1.0% | +4.5% | -5.5% | -3.6% |
| 3M | +24.8% | +13.7% | +11.0% | +13.8% |
| 6M | +8.4% | -8.4% | +16.8% | +13.4% |
| YTD | -4.2% | -26.5% | +22.3% | +13.7% |
| 1Y | +9.1% | -13.9% | +23.0% | +14.8% |
| 3Y | +1,025.6% | -11.3% | +1,036.9% | +1,048.1% |
| 5Y | +565.8% | -14.8% | +580.6% | +634.3% |
| All | +1,692.6% | -4.6% | +1,697.2% | +1,865.7% |
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