+1,681.1%
PLTR vs CCL
+104.1%
+1,577.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +3.8% |
| 7D | -5.1% | +3.1% | -8.2% | -6.3% |
| 30D | -19.1% | +17.5% | -36.6% | -24.3% |
| 3M | -1.6% | +6.8% | -8.5% | -5.2% |
| 6M | +22.8% | +18.7% | +4.1% | +12.4% |
| YTD | -4.8% | +3.0% | -7.8% | -10.3% |
| 1Y | -4.9% | +17.7% | -22.6% | -15.9% |
| 3Y | +826.1% | +155.6% | +670.5% | +464.1% |
| 5Y | +597.7% | +30.2% | +567.6% | +395.4% |
| All | +1,681.1% | +104.1% | +1,577.0% | +1,073.2% |
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