+1,692.6%
PLTR vs CCL
+52.9%
+1,639.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | -5.3% | -0.1% | -5.2% | -5.4% |
| 30D | -1.0% | -20.0% | +19.0% | +8.0% |
| 3M | +24.8% | -13.7% | +38.4% | +31.4% |
| 6M | +8.4% | -9.0% | +17.4% | +9.5% |
| YTD | -4.2% | -22.8% | +18.6% | +2.2% |
| 1Y | +9.1% | -25.3% | +34.4% | +16.9% |
| 3Y | +1,025.6% | +54.1% | +971.5% | +749.4% |
| 5Y | +565.8% | +3.5% | +562.3% | +427.5% |
| All | +1,692.6% | +52.9% | +1,639.8% | +1,236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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