+1,025.6%
PLTR vs CRS
+653.3%
+372.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -0.8% |
| 7D | -5.3% | -3.1% | -2.3% | -4.0% |
| 30D | -1.0% | -19.6% | +18.6% | +8.5% |
| 3M | +24.8% | -8.1% | +32.9% | +28.0% |
| 6M | +8.4% | +18.6% | -10.2% | -3.2% |
| YTD | -4.2% | +45.9% | -50.1% | -23.6% |
| 1Y | +9.1% | +82.5% | -73.4% | -24.2% |
| 3Y | +1,025.6% | +648.9% | +376.7% | +234.2% |
| All | +1,025.6% | +653.3% | +372.3% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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