+765.0%
PLTR vs CIFR
+54.7%
+710.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.9% | -14.5% | +0.8% |
| 7D | -12.9% | -10.2% | -2.7% | -12.2% |
| 30D | -17.4% | -55.0% | +37.7% | -8.4% |
| 3M | +2.9% | -64.1% | +66.9% | +16.2% |
| 6M | +19.9% | -70.1% | +90.0% | +32.9% |
| YTD | -9.8% | -55.7% | +45.9% | -10.5% |
| 1Y | -8.4% | -69.9% | +61.5% | -3.2% |
| 3Y | +765.0% | +68.7% | +696.4% | +419.2% |
| All | +765.0% | +54.7% | +710.3% | +419.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling