+765.0%
PLTR vs CCEP
+109.7%
+655.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.3% |
| 7D | -12.9% | +2.6% | -15.5% | -12.6% |
| 30D | -17.4% | +15.1% | -32.5% | -16.2% |
| 3M | +2.9% | +7.3% | -4.4% | +3.8% |
| 6M | +19.9% | +23.4% | -3.5% | +22.2% |
| YTD | -9.8% | +29.4% | -39.2% | -8.4% |
| 1Y | -8.4% | +34.2% | -42.6% | -7.3% |
| 3Y | +765.0% | +108.4% | +656.7% | +883.5% |
| All | +765.0% | +109.7% | +655.3% | +883.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 3y: compounded portfolio wealth divided by compounded CCEP 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…
3y analysis · Full analysis span regression · 6 months rolling