+1,660.3%
PLTR vs CDE
+179.2%
+1,481.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -4.1% | -3.1% | -1.0% | -3.4% |
| 30D | -2.2% | +9.5% | -11.7% | -4.5% |
| 3M | +27.6% | +25.5% | +2.1% | +20.2% |
| 6M | +10.3% | -7.9% | +18.2% | +9.9% |
| YTD | -5.9% | +15.6% | -21.5% | -11.7% |
| 1Y | +1.7% | +34.0% | -32.3% | -9.2% |
| 3Y | +959.1% | +791.9% | +167.2% | +477.7% |
| 5Y | +536.3% | +197.7% | +338.6% | +299.2% |
| All | +1,660.3% | +179.2% | +1,481.1% | +1,071.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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