+499.6%
PLTR vs CNP
+73.6%
+426.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.1% |
| 7D | -12.9% | -4.2% | -8.7% | -12.1% |
| 30D | -17.4% | +5.5% | -22.9% | -18.3% |
| 3M | +2.9% | +0.6% | +2.3% | +2.7% |
| 6M | +19.9% | -2.8% | +22.7% | +20.1% |
| YTD | -9.8% | +7.9% | -17.6% | -12.8% |
| 1Y | -8.4% | +6.7% | -15.0% | -11.2% |
| 3Y | +765.0% | +61.1% | +703.9% | +615.4% |
| All | +499.6% | +73.6% | +426.0% | +394.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling