+973.7%
PLTR vs CPNG
-21.2%
+994.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | 0.0% | -7.6% | +7.6% | +3.1% |
| 30D | -3.3% | -8.8% | +5.6% | +0.1% |
| 3M | +28.4% | -7.2% | +35.6% | +31.2% |
| 6M | +8.4% | -21.5% | +29.9% | +16.7% |
| YTD | -4.6% | -37.4% | +32.8% | +13.0% |
| 1Y | +4.4% | -54.3% | +58.8% | +43.0% |
| All | +973.7% | -21.2% | +994.9% | +948.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling