+1,692.6%
PLTR vs CME
+111.7%
+1,581.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -5.3% | -2.9% | -2.5% | -4.8% |
| 30D | -1.0% | +5.5% | -6.5% | -1.9% |
| 3M | +24.8% | +11.0% | +13.8% | +21.9% |
| 6M | +8.4% | -9.7% | +18.1% | +10.5% |
| YTD | -4.2% | +4.9% | -9.1% | -5.7% |
| 1Y | +9.1% | +10.1% | -1.0% | +5.8% |
| 3Y | +1,025.6% | +53.5% | +972.1% | +877.9% |
| 5Y | +565.8% | +77.2% | +488.6% | +483.0% |
| All | +1,692.6% | +111.7% | +1,581.0% | +1,444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling