+1,588.2%
PLTR vs CMS
+36.2%
+1,552.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.3% |
| 7D | -12.9% | -0.5% | -12.4% | -12.9% |
| 30D | -17.4% | +7.2% | -24.6% | -16.8% |
| 3M | +2.9% | -1.3% | +4.1% | +2.9% |
| 6M | +19.9% | -4.3% | +24.2% | +19.8% |
| YTD | -9.8% | +2.1% | -11.8% | -9.6% |
| 1Y | -8.4% | -0.6% | -7.8% | -8.2% |
| 3Y | +765.0% | +38.0% | +727.0% | +775.2% |
| 5Y | +516.8% | +33.6% | +483.2% | +538.9% |
| All | +1,588.2% | +36.2% | +1,552.1% | +1,630.9% |
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