+765.0%
PLTR vs CDW
-21.8%
+786.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | -12.9% | +2.1% | -15.0% | -13.7% |
| 30D | -17.4% | +14.7% | -32.1% | -21.8% |
| 3M | +2.9% | +11.1% | -8.3% | -2.1% |
| 6M | +19.9% | +45.6% | -25.7% | +1.8% |
| YTD | -9.8% | +17.1% | -26.9% | -17.9% |
| 1Y | -8.4% | +13.2% | -21.5% | -14.9% |
| 3Y | +765.0% | -22.2% | +787.2% | +759.4% |
| All | +765.0% | -21.8% | +786.8% | +759.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling