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  • PLTR vs CME✓SelectedUSD · CMEPLTR vs CME performance historyLatest closeAs of-2.31%09/08
Stock and ETF performance explorer

PLTR vs CME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+565.8%
CME return
+77.1%
Excess return
+488.6%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCMEExcessAlpha
1D-2.3%-1.1%-1.2%-2.0%
7D-5.3%-2.9%-2.5%-4.4%
30D-1.0%+5.5%-6.5%-2.5%
3M+24.8%+11.0%+13.8%+20.3%
6M+8.4%-9.7%+18.1%+11.9%
YTD-4.2%+4.9%-9.1%-6.7%
1Y+9.1%+10.1%-1.0%+3.5%
3Y+1,025.6%+53.5%+972.1%+772.7%
5Y+565.8%+77.2%+488.6%+327.9%
All+565.8%+77.1%+488.6%+327.9%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling