+752.3%
PLTR vs CME
+65.9%
+686.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | +4.7% | +3.9% | +0.8% | +4.8% |
| 30D | -16.4% | +11.3% | -27.7% | -16.4% |
| 3M | -6.2% | +19.6% | -25.7% | -6.1% |
| 6M | +29.2% | +8.1% | +21.1% | +28.7% |
| YTD | -5.5% | +20.4% | -25.9% | -5.6% |
| 1Y | -2.4% | +16.5% | -18.9% | -2.4% |
| 3Y | +752.3% | +66.4% | +685.9% | +704.1% |
| All | +752.3% | +65.9% | +686.4% | +704.1% |
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