+1,668.3%
PLTR vs CMG
+39.8%
+1,628.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +4.7% | +2.5% | +2.3% | +3.4% |
| 30D | -16.4% | +15.6% | -32.0% | -23.4% |
| 3M | -6.2% | +8.2% | -14.3% | -11.9% |
| 6M | +29.2% | +9.9% | +19.3% | +14.2% |
| YTD | -5.5% | -4.6% | -0.8% | -9.4% |
| 1Y | -2.4% | +12.4% | -14.8% | -17.2% |
| 3Y | +752.3% | -18.0% | +770.3% | +696.6% |
| 5Y | +635.8% | -5.3% | +641.1% | +472.8% |
| All | +1,668.3% | +39.8% | +1,628.5% | +1,002.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling