-10.0%
PLTR vs CIFR
-69.0%
+59.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -20.0% | +17.8% | -1.6% |
| 7D | -12.8% | -26.7% | +14.0% | -12.1% |
| 30D | -9.3% | -58.0% | +48.7% | -8.1% |
| 3M | +5.6% | -68.1% | +73.7% | +7.2% |
| 6M | +17.6% | -63.7% | +81.2% | +12.7% |
| YTD | -3.4% | -56.0% | +52.6% | -13.1% |
| 1Y | -10.0% | -71.1% | +61.1% | -13.7% |
| All | -10.0% | -69.0% | +59.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling