+1,677.1%
PLTR vs CPRT
+22.0%
+1,655.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.2% |
| 7D | -3.8% | +4.0% | -7.7% | -7.0% |
| 30D | -19.2% | +18.2% | -37.5% | -31.0% |
| 3M | -3.7% | +9.2% | -12.8% | -13.3% |
| 6M | +22.5% | -4.8% | +27.3% | +23.1% |
| YTD | -5.0% | -17.5% | +12.5% | +7.7% |
| 1Y | -12.8% | -22.0% | +9.2% | +4.1% |
| 3Y | +758.3% | -33.7% | +792.0% | +1,061.4% |
| 5Y | +649.6% | -15.0% | +664.6% | +634.3% |
| All | +1,677.1% | +22.0% | +1,655.0% | +1,394.8% |
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