+765.0%
PLTR vs CME
+66.3%
+698.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | -12.9% | +0.9% | -13.8% | -12.9% |
| 30D | -17.4% | +13.2% | -30.6% | -17.5% |
| 3M | +2.9% | +16.3% | -13.4% | +2.9% |
| 6M | +19.9% | +7.1% | +12.7% | +19.3% |
| YTD | -9.8% | +15.8% | -25.6% | -9.9% |
| 1Y | -8.4% | +17.1% | -25.5% | -8.5% |
| 3Y | +765.0% | +63.2% | +701.9% | +738.9% |
| All | +765.0% | +66.3% | +698.7% | +738.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling