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  • PLTR vs CP✓SelectedUSD · CPPLTR vs CP performance historyLatest closeAs of-2.31%09/08
Stock and ETF performance explorer

PLTR vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,692.6%
CP return
+56.7%
Excess return
+1,636.0%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D-2.3%-0.5%-1.8%-2.1%
7D-5.3%+2.4%-7.8%-6.3%
30D-1.0%-0.5%-0.5%-0.7%
3M+24.8%+1.4%+23.4%+23.8%
6M+8.4%+10.3%-2.0%+2.7%
YTD-4.2%+24.3%-28.5%-15.0%
1Y+9.1%+20.4%-11.4%-2.0%
3Y+1,025.6%+21.8%+1,003.8%+902.5%
5Y+565.8%+31.5%+534.2%+484.3%
All+1,692.6%+56.7%+1,636.0%+1,493.5%

Cumulative growth

Daily Returns

Daily percentage return beside CP.

Daily Out/Under-Performance

Portfolio return minus CP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CP 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 CP 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