+1,588.2%
PLTR vs CVE
+689.8%
+898.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -12.9% | -16.1% | +3.2% | -9.2% |
| 30D | -17.4% | -10.4% | -7.0% | -15.3% |
| 3M | +2.9% | -2.4% | +5.2% | +3.0% |
| 6M | +19.9% | -4.4% | +24.3% | +19.6% |
| YTD | -9.8% | +64.9% | -74.7% | -23.1% |
| 1Y | -8.4% | +66.0% | -74.4% | -22.2% |
| 3Y | +765.0% | +57.7% | +707.4% | +623.9% |
| 5Y | +516.8% | +144.7% | +372.1% | +362.9% |
| All | +1,588.2% | +689.8% | +898.4% | +822.9% |
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