+1,681.1%
PLTR vs CNP
+148.2%
+1,532.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | -5.1% | -4.3% | -0.8% | -4.3% |
| 30D | -19.1% | +5.7% | -24.8% | -19.9% |
| 3M | -1.6% | +0.9% | -2.6% | -1.9% |
| 6M | +22.8% | -1.1% | +23.8% | +22.5% |
| YTD | -4.8% | +8.3% | -13.1% | -7.6% |
| 1Y | -4.9% | +5.9% | -10.8% | -7.2% |
| 3Y | +826.1% | +64.6% | +761.5% | +691.2% |
| 5Y | +597.7% | +74.6% | +523.1% | +496.8% |
| All | +1,681.1% | +148.2% | +1,532.8% | +1,236.8% |
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