+1,677.1%
PLTR vs CMS
+37.3%
+1,639.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.2% |
| 7D | -3.8% | +0.5% | -4.2% | -3.7% |
| 30D | -19.2% | +7.4% | -26.7% | -18.6% |
| 3M | -3.7% | +1.9% | -5.5% | -3.3% |
| 6M | +22.5% | -2.3% | +24.8% | +22.6% |
| YTD | -5.0% | +3.0% | -8.0% | -4.7% |
| 1Y | -12.8% | -2.8% | -10.0% | -12.7% |
| 3Y | +758.3% | +37.9% | +720.3% | +769.0% |
| 5Y | +649.6% | +34.0% | +615.7% | +674.1% |
| All | +1,677.1% | +37.3% | +1,639.7% | +1,723.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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