+1,692.6%
PLTR vs CPRT
+23.2%
+1,669.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | +0.6% |
| 7D | -5.3% | +0.4% | -5.7% | -5.6% |
| 30D | -1.0% | +9.9% | -10.9% | -9.8% |
| 3M | +24.8% | +5.6% | +19.2% | +16.2% |
| 6M | +8.4% | -13.6% | +22.0% | +21.4% |
| YTD | -4.2% | -16.7% | +12.5% | +9.8% |
| 1Y | +9.1% | -33.1% | +42.2% | +54.1% |
| 3Y | +1,025.6% | -27.1% | +1,052.6% | +1,314.2% |
| 5Y | +565.8% | -9.9% | +575.6% | +545.6% |
| All | +1,692.6% | +23.2% | +1,669.5% | +1,423.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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