+1,692.6%
PLTR vs CNP
+144.1%
+1,548.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -5.3% | +1.6% | -7.0% | -5.6% |
| 30D | -1.0% | -0.8% | -0.2% | -0.9% |
| 3M | +24.8% | -3.6% | +28.4% | +25.4% |
| 6M | +8.4% | -6.9% | +15.3% | +9.5% |
| YTD | -4.2% | +6.4% | -10.6% | -6.7% |
| 1Y | +9.1% | +9.9% | -0.9% | +5.0% |
| 3Y | +1,025.6% | +53.1% | +972.5% | +880.4% |
| 5Y | +565.8% | +72.0% | +493.8% | +472.2% |
| All | +1,692.6% | +144.1% | +1,548.6% | +1,250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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