+959.1%
PLTR vs CGNX
+49.8%
+909.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.1% |
| 7D | -4.1% | +3.2% | -7.2% | -4.8% |
| 30D | -2.2% | +6.0% | -8.2% | -3.8% |
| 3M | +27.6% | +3.5% | +24.0% | +25.9% |
| 6M | +10.3% | +26.3% | -16.0% | +3.2% |
| YTD | -5.9% | +79.2% | -85.2% | -22.8% |
| 1Y | +1.7% | +43.8% | -42.0% | -10.4% |
| 3Y | +959.1% | +52.0% | +907.1% | +755.3% |
| All | +959.1% | +49.8% | +909.3% | +755.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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