+765.0%
PLTR vs CPRT
-30.7%
+795.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.3% |
| 7D | -12.9% | +6.0% | -18.9% | -15.9% |
| 30D | -17.4% | +20.0% | -37.4% | -26.2% |
| 3M | +2.9% | +10.1% | -7.3% | -4.2% |
| 6M | +19.9% | -4.3% | +24.2% | +21.6% |
| YTD | -9.8% | -18.4% | +8.6% | +1.6% |
| 1Y | -8.4% | -20.1% | +11.7% | +4.6% |
| 3Y | +765.0% | -30.4% | +795.5% | +872.9% |
| All | +765.0% | -30.7% | +795.7% | +872.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling