+1,046.2%
PLTR vs CLS
+1,245.2%
-199.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | -6.4% | +4.6% | -11.0% | -7.9% |
| 30D | +10.0% | -13.9% | +23.9% | +15.0% |
| 3M | +23.0% | -26.6% | +49.6% | +33.7% |
| 6M | +13.8% | +15.4% | -1.6% | 0.0% |
| YTD | -1.9% | +5.7% | -7.6% | -12.2% |
| 1Y | +11.6% | +41.1% | -29.5% | -14.4% |
| All | +1,046.2% | +1,245.2% | -199.0% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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