+552.9%
PLTR vs CMS
+23.4%
+529.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -6.4% | +0.4% | -6.8% | -6.4% |
| 30D | +10.0% | -3.6% | +13.6% | +9.9% |
| 3M | +23.0% | -1.9% | +24.9% | +22.9% |
| 6M | +13.8% | -11.0% | +24.8% | +13.7% |
| YTD | -1.9% | +0.2% | -2.1% | -2.2% |
| 1Y | +11.6% | -1.3% | +13.0% | +11.3% |
| 3Y | +1,048.4% | +35.9% | +1,012.5% | +1,020.3% |
| All | +552.9% | +23.4% | +529.5% | +546.7% |
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