+9.1%
PLTR vs CLF
+7.9%
+1.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 7D | -5.3% | +6.5% | -11.8% | -6.4% |
| 30D | -1.0% | +0.2% | -1.2% | -1.2% |
| 3M | +24.8% | -3.1% | +27.9% | +24.9% |
| 6M | +8.4% | +25.0% | -16.7% | +3.9% |
| YTD | -4.2% | -7.5% | +3.3% | -5.4% |
| 1Y | +9.1% | +11.5% | -2.4% | +10.3% |
| All | +9.1% | +7.9% | +1.2% | +10.3% |
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