+1,706.1%
PLTR vs CVE
+731.2%
+974.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +10.7% | +4.6% | +6.1% | +9.5% |
| 30D | -17.8% | -12.0% | -5.8% | -15.4% |
| 3M | +0.3% | -3.8% | +4.1% | +0.8% |
| 6M | +26.2% | -2.7% | +28.9% | +25.5% |
| YTD | -3.5% | +73.6% | -77.1% | -18.7% |
| 1Y | -6.8% | +62.0% | -68.8% | -20.1% |
| 3Y | +772.3% | +72.7% | +699.6% | +615.0% |
| 5Y | +651.6% | +153.9% | +497.6% | +458.3% |
| All | +1,706.1% | +731.2% | +974.9% | +875.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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