+1,668.3%
PLTR vs CME
+143.0%
+1,525.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | +4.7% | +3.9% | +0.8% | +4.0% |
| 30D | -16.4% | +11.3% | -27.7% | -18.1% |
| 3M | -6.2% | +19.6% | -25.7% | -9.3% |
| 6M | +29.2% | +8.1% | +21.1% | +26.9% |
| YTD | -5.5% | +20.4% | -25.9% | -9.5% |
| 1Y | -2.4% | +16.5% | -18.9% | -5.9% |
| 3Y | +752.3% | +66.4% | +685.9% | +633.5% |
| 5Y | +635.8% | +74.5% | +561.4% | +510.0% |
| All | +1,668.3% | +143.0% | +1,525.3% | +1,382.2% |
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