+765.0%
PLTR vs CMS
+35.4%
+729.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.0% |
| 7D | -12.9% | -1.3% | -11.6% | -13.1% |
| 30D | -17.4% | +6.3% | -23.7% | -16.3% |
| 3M | +2.9% | -2.1% | +4.9% | +2.8% |
| 6M | +19.9% | -5.1% | +25.0% | +19.6% |
| YTD | -9.8% | +1.3% | -11.0% | -9.6% |
| 1Y | -8.4% | -1.4% | -7.0% | -8.2% |
| 3Y | +765.0% | +36.9% | +728.1% | +726.5% |
| All | +765.0% | +35.4% | +729.7% | +726.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling