-10.0%
PLTR vs CLF
+12.5%
-22.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.2% | +7.1% | -0.5% |
| 7D | -12.8% | -7.9% | -4.9% | -11.5% |
| 30D | -9.3% | +5.2% | -14.6% | -10.3% |
| 3M | +5.6% | +4.3% | +1.3% | +4.2% |
| 6M | +17.6% | +25.3% | -7.7% | +13.2% |
| YTD | -3.4% | -3.3% | -0.1% | -7.1% |
| 1Y | -10.0% | +20.2% | -30.2% | -21.7% |
| All | -10.0% | +12.5% | -22.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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