+1,677.1%
PLTR vs CVE
+696.1%
+980.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.8% | -10.0% | +6.2% | -1.3% |
| 30D | -19.2% | -11.9% | -7.4% | -16.9% |
| 3M | -3.7% | -5.9% | +2.3% | -2.6% |
| 6M | +22.5% | -1.6% | +24.1% | +21.4% |
| YTD | -5.0% | +66.3% | -71.3% | -19.2% |
| 1Y | -12.8% | +57.5% | -70.3% | -24.8% |
| 3Y | +758.3% | +65.4% | +692.8% | +610.8% |
| 5Y | +649.6% | +144.2% | +505.5% | +462.3% |
| All | +1,677.1% | +696.1% | +980.9% | +869.7% |
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