+1,645.9%
PLTR vs CMG
+43.2%
+1,602.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.3% |
| 7D | -9.1% | -3.8% | -5.3% | -7.1% |
| 30D | -5.2% | +12.9% | -18.1% | -11.9% |
| 3M | +27.4% | +18.8% | +8.6% | +9.4% |
| 6M | +9.7% | +4.1% | +5.7% | +1.4% |
| YTD | -6.7% | -2.4% | -4.3% | -10.5% |
| 1Y | -0.5% | -6.7% | +6.1% | -5.0% |
| 3Y | +996.2% | -7.1% | +1,003.4% | +837.0% |
| 5Y | +531.1% | -5.0% | +536.1% | +398.6% |
| All | +1,645.9% | +43.2% | +1,602.7% | +989.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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