+651.6%
PLTR vs CFG
+61.9%
+589.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +10.7% | +1.6% | +9.1% | +9.7% |
| 30D | -17.8% | +3.3% | -21.1% | -19.2% |
| 3M | +0.3% | -11.5% | +11.9% | +7.4% |
| 6M | +26.2% | +6.2% | +19.9% | +20.1% |
| YTD | -3.5% | +14.3% | -17.7% | -13.5% |
| 1Y | -6.8% | +26.7% | -33.6% | -21.9% |
| 3Y | +772.3% | +187.8% | +584.5% | +331.9% |
| 5Y | +651.6% | +61.3% | +590.3% | +398.9% |
| All | +651.6% | +61.9% | +589.7% | +398.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling