+1,681.1%
PLTR vs CDW
+50.2%
+1,630.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.7% | +3.0% |
| 7D | -5.1% | +9.3% | -14.4% | -9.8% |
| 30D | -19.1% | +15.8% | -34.8% | -25.4% |
| 3M | -1.6% | +21.8% | -23.4% | -12.4% |
| 6M | +22.8% | +58.8% | -36.0% | -7.1% |
| YTD | -4.8% | +22.8% | -27.6% | -19.9% |
| 1Y | -4.9% | +17.9% | -22.8% | -17.9% |
| 3Y | +826.1% | -17.4% | +843.5% | +865.7% |
| 5Y | +597.7% | -5.7% | +603.5% | +550.5% |
| All | +1,681.1% | +50.2% | +1,630.8% | +1,884.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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