+617.6%
PLTR vs CMS
+36.3%
+581.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.0% |
| 7D | +4.7% | +1.7% | +3.0% | +4.8% |
| 30D | -16.4% | +6.2% | -22.6% | -16.2% |
| 3M | -6.2% | +0.6% | -6.8% | -6.0% |
| 6M | +29.2% | -1.8% | +30.9% | +29.4% |
| YTD | -5.5% | +3.8% | -9.3% | -5.6% |
| 1Y | -2.4% | -1.8% | -0.6% | -2.3% |
| 3Y | +752.3% | +39.8% | +712.5% | +722.3% |
| All | +617.6% | +36.3% | +581.3% | +622.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling