+1,714.7%
PLTR vs CMS
+37.0%
+1,677.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.3% |
| 30D | -17.5% | +6.6% | -24.1% | -16.9% |
| 3M | -1.5% | +0.8% | -2.3% | -1.2% |
| 6M | +25.9% | -3.3% | +29.3% | +26.0% |
| YTD | -3.0% | +2.7% | -5.7% | -2.7% |
| 1Y | -9.7% | -4.0% | -5.7% | -9.6% |
| 3Y | +776.5% | +37.6% | +738.9% | +787.2% |
| 5Y | +649.9% | +35.4% | +614.4% | +678.4% |
| All | +1,714.7% | +37.0% | +1,677.7% | +1,761.8% |
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