+770.5%
PLTR vs CFG
+189.7%
+580.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +10.7% | +1.6% | +9.1% | +9.8% |
| 30D | -17.8% | +3.3% | -21.1% | -19.1% |
| 3M | +0.3% | -11.5% | +11.9% | +6.9% |
| 6M | +26.2% | +6.2% | +19.9% | +20.3% |
| YTD | -3.5% | +14.3% | -17.7% | -13.4% |
| 1Y | -6.8% | +26.7% | -33.6% | -22.0% |
| All | +770.5% | +189.7% | +580.8% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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