+770.5%
PLTR vs CPRT
-34.0%
+804.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +10.7% | -1.5% | +12.2% | +11.5% |
| 30D | -17.8% | +21.4% | -39.1% | -26.8% |
| 3M | +0.3% | +10.4% | -10.1% | -6.6% |
| 6M | +26.2% | -4.3% | +30.5% | +28.1% |
| YTD | -3.5% | -18.3% | +14.8% | +8.4% |
| 1Y | -6.8% | -22.5% | +15.6% | +8.7% |
| All | +770.5% | -34.0% | +804.5% | +957.6% |
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