+1,681.1%
PLTR vs CMS
+36.9%
+1,644.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.6% |
| 7D | -5.1% | -0.9% | -4.2% | -5.2% |
| 30D | -19.1% | +7.1% | -26.1% | -18.5% |
| 3M | -1.6% | -1.3% | -0.3% | -1.6% |
| 6M | +22.8% | -2.7% | +25.4% | +22.9% |
| YTD | -4.8% | +2.6% | -7.4% | -4.5% |
| 1Y | -4.9% | -2.0% | -2.9% | -4.8% |
| 3Y | +826.1% | +39.6% | +786.5% | +837.7% |
| 5Y | +597.7% | +35.3% | +562.4% | +624.6% |
| All | +1,681.1% | +36.9% | +1,644.2% | +1,727.1% |
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